+9,135.0%
AMGN vs FCEL
-99.8%
+9,234.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.6% |
| 7D | +1.1% | -15.8% | +16.9% | +1.9% |
| 30D | +7.8% | -29.3% | +37.1% | +9.4% |
| 3M | +27.3% | -30.1% | +57.4% | +27.3% |
| 6M | +16.8% | +74.4% | -57.6% | +10.2% |
| YTD | +36.3% | +104.5% | -68.2% | +26.9% |
| 1Y | +60.4% | +281.4% | -220.9% | +43.2% |
| 3Y | +86.3% | -66.1% | +152.4% | +79.7% |
| 5Y | +125.7% | -91.9% | +217.5% | +125.4% |
| 10Y | +247.0% | -99.2% | +346.2% | +225.8% |
| All | +9,135.0% | -99.8% | +9,234.7% | +7,048.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling