-61.9%
FCEL vs NVS
+54.2%
-116.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +1.9% |
| 7D | +6.3% | -14.3% | +20.6% | +5.8% |
| 30D | -26.7% | -10.0% | -16.7% | -27.6% |
| 3M | -10.2% | -10.9% | +0.7% | -11.5% |
| 6M | +123.5% | -12.0% | +135.5% | +122.0% |
| YTD | +117.4% | +2.5% | +114.9% | +103.3% |
| 1Y | +146.0% | +10.7% | +135.3% | +123.1% |
| 3Y | -61.9% | +53.3% | -115.2% | -69.9% |
| All | -61.9% | +54.2% | -116.1% | -69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling