+65.7%
AMGN vs FCEL
+32.6%
+33.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.0% | +9.7% | +3.6% |
| 7D | +5.9% | -14.9% | +20.8% | +5.6% |
| 30D | +18.7% | -41.7% | +60.4% | +17.8% |
| 3M | +23.4% | -53.2% | +76.6% | +22.7% |
| 6M | +49.7% | -19.0% | +68.8% | +47.3% |
| YTD | +49.2% | +44.2% | +5.0% | +44.0% |
| 1Y | +65.7% | +42.4% | +23.3% | +57.3% |
| All | +65.7% | +32.6% | +33.2% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling