+16.3%
BABA vs FCEL
-99.9%
+116.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.0% | +2.5% | -2.2% |
| 7D | +2.4% | -8.3% | +10.6% | +2.7% |
| 30D | -7.8% | -43.0% | +35.2% | -5.2% |
| 3M | -22.4% | -48.2% | +25.8% | -20.2% |
| 6M | -26.0% | -25.0% | -1.0% | -27.4% |
| YTD | -29.3% | +40.6% | -69.9% | -34.1% |
| 1Y | -37.5% | +36.0% | -73.5% | -41.9% |
| 3Y | +31.9% | -66.7% | +98.6% | +25.9% |
| 5Y | -33.4% | -96.7% | +63.2% | -30.3% |
| 10Y | +15.7% | -99.0% | +114.7% | +29.1% |
| All | +16.3% | -99.9% | +116.2% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling