-90.6%
FCEL vs VEEV
-13.7%
-76.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +6.3% | -4.6% | +10.9% | +8.5% |
| 30D | -26.7% | +8.6% | -35.3% | -31.1% |
| 3M | -10.2% | +62.4% | -72.6% | -34.5% |
| 6M | +123.5% | +40.3% | +83.2% | +72.7% |
| YTD | +117.4% | +17.5% | +99.8% | +87.2% |
| 1Y | +146.0% | -6.1% | +152.1% | +145.5% |
| 3Y | -61.9% | +16.7% | -78.6% | -70.6% |
| All | -90.6% | -13.7% | -76.8% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling