-90.7%
FCEL vs NVS
+92.5%
-183.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +6.3% | -15.7% | +22.0% | +8.4% |
| 30D | -18.8% | -11.1% | -7.7% | -18.5% |
| 3M | -3.8% | -7.2% | +3.4% | -5.4% |
| 6M | +121.1% | -12.3% | +133.5% | +122.4% |
| YTD | +113.3% | +2.8% | +110.5% | +100.3% |
| 1Y | +173.5% | +11.9% | +161.6% | +147.7% |
| 3Y | -63.9% | +55.1% | -119.0% | -71.9% |
| 5Y | -90.7% | +94.1% | -184.7% | -93.5% |
| All | -90.7% | +92.5% | -183.2% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling