+2,770.9%
AVGO vs FCEL
-99.1%
+2,870.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +1.1% | +6.3% | -5.1% | +0.7% |
| 30D | -13.0% | -26.7% | +13.7% | -11.7% |
| 3M | -6.0% | -10.2% | +4.2% | -6.7% |
| 6M | +6.4% | +123.5% | -117.1% | -0.9% |
| YTD | +5.0% | +117.4% | -112.4% | -2.5% |
| 1Y | +1.4% | +146.0% | -144.6% | -7.4% |
| 3Y | +336.8% | -61.9% | +398.7% | +319.9% |
| 5Y | +698.2% | -90.5% | +788.7% | +701.5% |
| All | +2,770.9% | -99.1% | +2,870.1% | +3,193.4% |
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