+2,153.6%
IBM vs FCEL
-99.8%
+2,253.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -0.3% | -15.8% | +15.5% | +0.5% |
| 30D | +0.3% | -29.3% | +29.6% | +1.8% |
| 3M | -21.6% | -30.1% | +8.5% | -21.7% |
| 6M | -4.7% | +74.4% | -79.1% | -10.7% |
| YTD | -19.1% | +104.5% | -123.6% | -25.2% |
| 1Y | -2.5% | +281.4% | -283.9% | -14.0% |
| 3Y | +74.2% | -66.1% | +140.3% | +67.1% |
| 5Y | +113.1% | -91.9% | +205.0% | +113.1% |
| 10Y | +133.5% | -99.2% | +232.8% | +118.8% |
| All | +2,153.6% | -99.8% | +2,253.4% | +1,876.9% |
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