+195.5%
AMGN vs FCEL
-99.1%
+294.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.3% | -1.4% |
| 7D | -13.7% | +6.3% | -20.0% | -13.8% |
| 30D | -8.8% | -26.7% | +17.9% | -8.4% |
| 3M | +7.2% | -10.2% | +17.4% | +6.7% |
| 6M | +1.3% | +123.5% | -122.2% | -1.7% |
| YTD | +17.6% | +117.4% | -99.7% | +14.0% |
| 1Y | +37.2% | +146.0% | -108.8% | +32.1% |
| 3Y | +57.7% | -61.9% | +119.6% | +54.5% |
| 5Y | +106.3% | -90.5% | +196.8% | +104.2% |
| All | +195.5% | -99.1% | +294.7% | +205.5% |
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