+216.5%
AZN vs FCEL
-99.1%
+315.7%
-27.9%
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% | +0.3% |
| 7D | -1.6% | +6.3% | -7.8% | -1.7% |
| 30D | +1.1% | -26.7% | +27.7% | +1.6% |
| 3M | -12.1% | -10.2% | -2.0% | -12.6% |
| 6M | -17.1% | +123.5% | -140.6% | -19.7% |
| YTD | -12.0% | +117.4% | -129.4% | -14.8% |
| 1Y | -0.2% | +146.0% | -146.2% | -4.1% |
| 3Y | +26.8% | -61.9% | +88.7% | +24.3% |
| 5Y | +56.9% | -90.5% | +147.4% | +56.0% |
| All | +216.5% | -99.1% | +315.7% | +235.1% |
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