+146.0%
FCEL vs NVS
+10.8%
+135.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +1.8% |
| 7D | +6.3% | -14.3% | +20.6% | +0.5% |
| 30D | -26.7% | -10.0% | -16.7% | -30.0% |
| 3M | -10.2% | -10.9% | +0.7% | -13.7% |
| 6M | +123.5% | -12.0% | +135.5% | +119.3% |
| YTD | +117.4% | +2.5% | +114.9% | +100.0% |
| 1Y | +146.0% | +10.7% | +135.3% | +116.2% |
| All | +146.0% | +10.8% | +135.1% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling