-69.3%
FCEL vs VEEV
+80.8%
-150.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | -2.8% | -0.7% | -2.1% | -2.8% |
| 30D | -31.6% | +1.4% | -33.0% | -31.7% |
| 3M | -52.4% | +19.4% | -71.8% | -53.3% |
| 6M | -51.4% | +93.6% | -145.0% | -57.0% |
| YTD | +32.4% | +35.1% | -2.7% | +30.1% |
| 1Y | +37.5% | +3.4% | +34.1% | +48.1% |
| 3Y | -69.3% | +81.4% | -150.6% | -83.2% |
| All | -69.3% | +80.8% | -150.1% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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