+61.0%
BMY vs FCEL
-99.2%
+160.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.9% |
| 7D | -6.4% | +6.3% | -12.6% | -6.5% |
| 30D | +0.2% | -18.8% | +19.0% | +0.5% |
| 3M | +16.0% | -3.8% | +19.8% | +15.3% |
| 6M | +8.3% | +121.1% | -112.8% | +5.3% |
| YTD | +22.2% | +113.3% | -91.1% | +18.7% |
| 1Y | +41.7% | +173.5% | -131.8% | +36.3% |
| 3Y | +20.7% | -63.9% | +84.6% | +18.8% |
| 5Y | +23.9% | -90.7% | +114.6% | +23.4% |
| All | +61.0% | -99.2% | +160.2% | +57.5% |
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