+105.9%
GILD vs FCEL
-62.7%
+168.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -4.8% | +6.3% | -11.1% | -4.9% |
| 30D | +5.8% | -26.7% | +32.5% | +5.9% |
| 3M | +14.9% | -10.2% | +25.1% | +14.5% |
| 6M | -0.4% | +123.5% | -123.8% | -2.5% |
| YTD | +18.5% | +117.4% | -98.8% | +15.7% |
| 1Y | +25.1% | +146.0% | -120.9% | +21.1% |
| 3Y | +105.9% | -61.9% | +167.8% | +101.5% |
| All | +105.9% | -62.7% | +168.6% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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