+2,956.9%
EMR vs FCEL
-99.8%
+3,056.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | -1.5% | -15.8% | +14.3% | -0.4% |
| 30D | -5.6% | -29.3% | +23.7% | -3.5% |
| 3M | +7.9% | -30.1% | +38.1% | +8.3% |
| 6M | +6.0% | +74.4% | -68.4% | -2.5% |
| YTD | +16.4% | +104.5% | -88.1% | +5.3% |
| 1Y | +16.6% | +281.4% | -264.8% | -0.9% |
| 3Y | +62.9% | -66.1% | +129.0% | +55.3% |
| 5Y | +60.1% | -91.9% | +152.0% | +61.8% |
| 10Y | +268.8% | -99.2% | +368.0% | +245.2% |
| All | +2,956.9% | -99.8% | +3,056.7% | +2,719.6% |
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