-99.8%
FCEL vs NVS
+1,078.6%
-1,178.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -13.9% | +32.7% | +26.9% |
| 7D | +4.0% | -14.6% | +18.6% | +11.5% |
| 30D | -13.1% | -11.9% | -1.2% | -8.9% |
| 3M | +14.6% | -6.0% | +20.5% | +14.1% |
| 6M | +133.7% | -11.4% | +145.1% | +139.9% |
| YTD | +143.0% | +2.9% | +140.0% | +125.8% |
| 1Y | +320.9% | +10.2% | +310.6% | +273.1% |
| 3Y | -58.9% | +55.3% | -114.2% | -71.4% |
| 5Y | -89.7% | +89.6% | -179.3% | -93.8% |
| 10Y | -99.1% | +176.1% | -275.1% | -99.6% |
| All | -99.8% | +1,078.6% | -1,178.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling