+81.0%
BSX vs FCEL
-99.1%
+180.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -10.1% | +6.3% | -16.4% | -10.2% |
| 30D | -16.4% | -26.7% | +10.3% | -16.1% |
| 3M | -8.9% | -10.2% | +1.3% | -9.3% |
| 6M | -38.3% | +123.5% | -161.8% | -40.1% |
| YTD | -54.9% | +117.4% | -172.3% | -56.3% |
| 1Y | -58.8% | +146.0% | -204.8% | -60.3% |
| 3Y | -21.2% | -61.9% | +40.7% | -22.6% |
| 5Y | -3.3% | -90.5% | +87.2% | -3.5% |
| All | +81.0% | -99.1% | +180.1% | +105.8% |
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