+74.7%
IBM vs FCEL
-64.7%
+139.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -0.3% | -15.8% | +15.5% | 0.0% |
| 30D | +0.3% | -29.3% | +29.6% | +0.8% |
| 3M | -21.6% | -30.1% | +8.5% | -21.8% |
| 6M | -4.7% | +74.4% | -79.1% | -8.0% |
| YTD | -19.1% | +104.5% | -123.6% | -22.6% |
| 1Y | -2.5% | +281.4% | -283.9% | -9.8% |
| All | +74.7% | -64.7% | +139.3% | +71.1% |
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