+1,644.6%
ASML vs FCEL
-99.2%
+1,743.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.0% |
| 7D | +1.1% | -15.8% | +16.9% | +2.3% |
| 30D | +2.2% | -29.3% | +31.5% | +4.5% |
| 3M | -2.3% | -30.1% | +27.8% | -1.3% |
| 6M | +23.0% | +74.4% | -51.5% | +14.4% |
| YTD | +61.1% | +104.5% | -43.5% | +47.3% |
| 1Y | +129.1% | +281.4% | -152.3% | +97.6% |
| 3Y | +165.4% | -66.1% | +231.5% | +156.0% |
| 5Y | +109.5% | -91.9% | +201.3% | +114.7% |
| All | +1,644.6% | -99.2% | +1,743.8% | +1,923.7% |
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