+1,317.0%
BMY vs FCEL
-99.8%
+1,416.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.3% | +2.0% |
| 7D | +2.1% | -2.8% | +4.9% | +2.1% |
| 30D | +7.0% | -31.6% | +38.6% | +8.1% |
| 3M | -0.9% | -52.4% | +51.5% | +1.0% |
| 6M | +14.9% | -51.4% | +66.3% | +15.4% |
| YTD | +22.8% | +32.4% | -9.6% | +18.0% |
| 1Y | +36.2% | +37.5% | -1.3% | +30.4% |
| 3Y | +45.7% | -69.3% | +115.0% | +41.9% |
| 5Y | +31.3% | -97.1% | +128.4% | +36.2% |
| 10Y | +60.6% | -99.1% | +159.7% | +50.1% |
| All | +1,317.0% | -99.8% | +1,416.9% | +1,175.2% |
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