+108.6%
ASML vs FCEL
-91.9%
+200.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.9% |
| 7D | +1.1% | -15.8% | +16.9% | +3.3% |
| 30D | +2.2% | -29.3% | +31.5% | +6.6% |
| 3M | -2.3% | -30.1% | +27.8% | -0.7% |
| 6M | +23.0% | +74.4% | -51.5% | +5.9% |
| YTD | +61.1% | +104.5% | -43.5% | +33.9% |
| 1Y | +129.1% | +281.4% | -152.3% | +66.6% |
| 3Y | +165.4% | -66.1% | +231.5% | +157.2% |
| All | +108.6% | -91.9% | +200.5% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling