-99.8%
FCEL vs VEEV
+693.5%
-793.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.4% |
| 7D | -2.8% | -0.7% | -2.1% | -2.4% |
| 30D | -31.6% | +1.4% | -33.0% | -32.3% |
| 3M | -52.4% | +19.4% | -71.8% | -57.1% |
| 6M | -51.4% | +93.6% | -145.0% | -66.5% |
| YTD | +32.4% | +35.1% | -2.7% | +7.2% |
| 1Y | +37.5% | +3.4% | +34.1% | +27.3% |
| 3Y | -69.3% | +81.4% | -150.6% | -79.9% |
| 5Y | -97.1% | -5.1% | -92.0% | -97.4% |
| 10Y | -99.1% | +661.2% | -760.4% | -99.6% |
| All | -99.8% | +693.5% | -793.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling