-99.8%
FCEL vs TEVA
+3,307.9%
-3,407.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.6% | -5.5% |
| 7D | +6.3% | -0.7% | +7.0% | +6.6% |
| 30D | -18.8% | -0.4% | -18.4% | -18.7% |
| 3M | -3.8% | +8.2% | -12.1% | -7.2% |
| 6M | +121.1% | +15.3% | +105.8% | +110.2% |
| YTD | +113.3% | +16.5% | +96.8% | +101.6% |
| 1Y | +173.5% | +85.7% | +87.8% | +123.3% |
| 3Y | -63.9% | +277.9% | -341.8% | -77.3% |
| 5Y | -90.7% | +295.5% | -386.2% | -94.3% |
| 10Y | -99.2% | -24.5% | -74.7% | -99.3% |
| All | -99.8% | +3,307.9% | -3,407.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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