-90.6%
FCEL vs BDX
-2.2%
-88.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +6.3% | -3.2% | +9.4% | +6.7% |
| 30D | -26.7% | -2.5% | -24.1% | -26.5% |
| 3M | -10.2% | +21.4% | -31.6% | -14.9% |
| 6M | +123.5% | +10.4% | +113.1% | +118.2% |
| YTD | +117.4% | +18.8% | +98.5% | +104.8% |
| 1Y | +146.0% | +21.7% | +124.3% | +129.7% |
| 3Y | -61.9% | -10.0% | -51.9% | -60.5% |
| All | -90.6% | -2.2% | -88.3% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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