-13.3%
IBM vs FCEL
+32.6%
-45.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +1.7% |
| 7D | +0.4% | -14.9% | +15.3% | +0.3% |
| 30D | +14.8% | -41.7% | +56.4% | +14.3% |
| 3M | +8.9% | -53.2% | +62.1% | +8.5% |
| 6M | +12.4% | -19.0% | +31.5% | +11.7% |
| YTD | -12.4% | +44.2% | -56.6% | -15.1% |
| 1Y | -13.3% | +42.4% | -55.7% | -16.7% |
| All | -13.3% | +32.6% | -45.8% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling