+16.1%
ENTG vs FCEL
-91.3%
+107.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.9% | +2.0% | -2.7% |
| 7D | +5.1% | +6.3% | -1.1% | +3.4% |
| 30D | -8.5% | -18.8% | +10.3% | -5.6% |
| 3M | +6.7% | -3.8% | +10.5% | +3.7% |
| 6M | +17.7% | +121.1% | -103.4% | -8.7% |
| YTD | +63.5% | +113.3% | -49.8% | +25.8% |
| 1Y | +73.6% | +173.5% | -99.9% | +23.3% |
| 3Y | +44.6% | -63.9% | +108.5% | +36.8% |
| 5Y | +16.1% | -90.7% | +106.8% | +41.2% |
| All | +16.1% | -91.3% | +107.4% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling