+1,395.4%
ASML vs FCEL
-99.1%
+1,494.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +11.5% | -6.5% | +4.1% |
| 7D | -9.0% | -11.2% | +2.2% | -8.2% |
| 30D | -21.0% | -45.8% | +24.8% | -17.2% |
| 3M | -16.3% | -51.0% | +34.7% | -12.2% |
| 6M | -7.5% | -22.2% | +14.7% | -8.1% |
| YTD | +34.0% | +36.3% | -2.3% | +26.0% |
| 1Y | +39.3% | +29.0% | +10.3% | +30.9% |
| 3Y | +128.9% | -70.9% | +199.7% | +123.9% |
| 5Y | +76.1% | -96.3% | +172.4% | +89.2% |
| All | +1,395.4% | -99.1% | +1,494.5% | +1,607.9% |
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