-61.9%
FCEL vs VEEV
+18.9%
-80.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | +6.3% | -4.6% | +10.9% | +6.8% |
| 30D | -26.7% | +8.6% | -35.3% | -28.0% |
| 3M | -10.2% | +62.4% | -72.6% | -19.9% |
| 6M | +123.5% | +40.3% | +83.2% | +106.9% |
| YTD | +117.4% | +17.5% | +99.8% | +113.2% |
| 1Y | +146.0% | -6.1% | +152.1% | +161.7% |
| 3Y | -61.9% | +16.7% | -78.6% | -66.9% |
| All | -61.9% | +18.9% | -80.8% | -66.9% |
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