+236.1%
ALNY vs FCEL
-99.1%
+335.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.4% |
| 7D | -6.5% | +6.3% | -12.8% | -6.9% |
| 30D | +11.0% | -26.7% | +37.7% | +12.2% |
| 3M | -14.1% | -10.2% | -3.9% | -15.5% |
| 6M | -22.4% | +123.5% | -145.9% | -28.2% |
| YTD | -37.5% | +117.4% | -154.8% | -42.3% |
| 1Y | -46.9% | +146.0% | -192.9% | -51.8% |
| 3Y | +22.1% | -61.9% | +84.0% | +16.5% |
| 5Y | +31.2% | -90.5% | +121.7% | +30.6% |
| All | +236.1% | -99.1% | +335.2% | +352.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling