+1,292.2%
BMY vs FCEL
-99.8%
+1,392.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -0.7% |
| 7D | -1.3% | +14.8% | -16.1% | -1.8% |
| 30D | +10.0% | -33.9% | +43.8% | +11.2% |
| 3M | -1.2% | -52.7% | +51.5% | +0.7% |
| 6M | +12.8% | -40.0% | +52.8% | +12.4% |
| YTD | +20.7% | +40.2% | -19.5% | +15.7% |
| 1Y | +32.6% | +32.9% | -0.3% | +27.1% |
| 3Y | +41.8% | -66.8% | +108.7% | +37.8% |
| 5Y | +29.0% | -97.0% | +125.9% | +33.6% |
| 10Y | +57.8% | -99.1% | +156.9% | +47.2% |
| All | +1,292.2% | -99.8% | +1,392.1% | +1,150.7% |
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