-100.0%
FCEL vs BIDU
+1,407.1%
-1,507.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.2% |
| 7D | -15.8% | +2.4% | -18.2% | -16.6% |
| 30D | -29.3% | -10.5% | -18.8% | -26.2% |
| 3M | -30.1% | -26.2% | -3.9% | -20.4% |
| 6M | +74.4% | -16.4% | +90.8% | +84.2% |
| YTD | +104.5% | -23.9% | +128.4% | +125.4% |
| 1Y | +281.4% | +1.3% | +280.1% | +269.2% |
| 3Y | -66.1% | -32.1% | -34.0% | -62.3% |
| 5Y | -91.9% | -39.0% | -52.9% | -90.9% |
| 10Y | -99.2% | -44.0% | -55.2% | -99.1% |
| All | -100.0% | +1,407.1% | -1,507.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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