+164.9%
ASML vs FCEL
-65.9%
+230.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.0% |
| 7D | +1.1% | -15.8% | +16.9% | +2.8% |
| 30D | +2.2% | -29.3% | +31.5% | +5.6% |
| 3M | -2.3% | -30.1% | +27.8% | -0.7% |
| 6M | +23.0% | +74.4% | -51.5% | +11.6% |
| YTD | +61.1% | +104.5% | -43.5% | +42.8% |
| 1Y | +129.1% | +281.4% | -152.3% | +86.4% |
| All | +164.9% | -65.9% | +230.8% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling