+1,559.3%
ASML vs FCEL
-99.1%
+1,658.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +4.0% | -1.9% |
| 7D | +10.4% | +14.8% | -4.4% | +9.1% |
| 30D | -12.7% | -33.9% | +21.1% | -9.9% |
| 3M | -17.2% | -52.7% | +35.5% | -12.9% |
| 6M | -1.3% | -40.0% | +38.7% | 0.0% |
| YTD | +40.8% | +40.2% | +0.6% | +32.1% |
| 1Y | +45.2% | +32.9% | +12.3% | +36.1% |
| 3Y | +131.8% | -66.8% | +198.6% | +124.8% |
| 5Y | +84.0% | -97.0% | +181.0% | +99.3% |
| All | +1,559.3% | -99.1% | +1,658.4% | +1,834.1% |
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