-99.7%
FCEL vs VEEV
+596.9%
-696.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.7% | +22.5% | +20.5% |
| 7D | +4.0% | -5.2% | +9.1% | +6.1% |
| 30D | -13.1% | +14.9% | -28.0% | -19.8% |
| 3M | +14.6% | +58.4% | -43.8% | -11.3% |
| 6M | +133.7% | +35.5% | +98.2% | +90.2% |
| YTD | +143.0% | +18.6% | +124.3% | +110.2% |
| 1Y | +320.9% | -6.3% | +327.2% | +309.2% |
| 3Y | -58.9% | +20.2% | -79.1% | -66.7% |
| 5Y | -89.7% | -13.8% | -75.8% | -90.2% |
| 10Y | -99.1% | +542.0% | -641.1% | -99.6% |
| All | -99.7% | +596.9% | -696.6% | -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