+112.0%
IBM vs FCEL
-90.2%
+202.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.8% | -20.0% | -1.6% |
| 7D | +0.3% | +4.0% | -3.7% | +0.1% |
| 30D | -1.5% | -13.1% | +11.6% | -1.3% |
| 3M | -16.8% | +14.6% | -31.3% | -18.3% |
| 6M | -9.0% | +133.7% | -142.7% | -13.4% |
| YTD | -20.1% | +143.0% | -163.0% | -24.3% |
| 1Y | -7.0% | +320.9% | -327.9% | -14.7% |
| 3Y | +72.4% | -58.9% | +131.3% | +67.4% |
| 5Y | +112.0% | -89.7% | +201.6% | +113.2% |
| All | +112.0% | -90.2% | +202.1% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling