-9.4%
ABT vs FCEL
-90.4%
+81.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | -0.2% |
| 7D | -4.7% | +15.1% | -19.8% | -4.8% |
| 30D | -3.1% | -16.4% | +13.3% | -3.0% |
| 3M | +16.1% | -5.3% | +21.4% | +15.3% |
| 6M | -5.3% | +124.5% | -129.9% | -8.6% |
| YTD | -14.4% | +126.7% | -141.1% | -17.8% |
| 1Y | -18.4% | +219.9% | -238.3% | -23.0% |
| 3Y | +11.2% | -61.6% | +72.8% | +11.7% |
| 5Y | -9.4% | -90.5% | +81.1% | -4.6% |
| All | -9.4% | -90.4% | +81.0% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling