+2,262.3%
IBM vs FCEL
-99.8%
+2,362.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.3% |
| 7D | -1.5% | -8.3% | +6.8% | -1.2% |
| 30D | +8.4% | -43.0% | +51.4% | +11.2% |
| 3M | +4.2% | -48.2% | +52.4% | +6.8% |
| 6M | +7.9% | -25.0% | +32.9% | +6.0% |
| YTD | -15.2% | +40.6% | -55.8% | -20.6% |
| 1Y | -18.7% | +36.0% | -54.7% | -24.1% |
| 3Y | +79.2% | -66.7% | +145.9% | +71.3% |
| 5Y | +144.7% | -96.7% | +241.4% | +156.9% |
| 10Y | +141.6% | -99.0% | +240.6% | +120.0% |
| All | +2,262.3% | -99.8% | +2,362.2% | +1,998.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling