+78.9%
INFY vs FCEL
-99.1%
+178.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +1.4% |
| 7D | -5.4% | +6.3% | -11.7% | -5.6% |
| 30D | -9.9% | -26.7% | +16.8% | -9.2% |
| 3M | -4.6% | -10.2% | +5.6% | -5.6% |
| 6M | -18.5% | +123.5% | -142.0% | -23.0% |
| YTD | -36.5% | +117.4% | -153.9% | -40.2% |
| 1Y | -32.8% | +146.0% | -178.7% | -37.4% |
| 3Y | -32.2% | -61.9% | +29.7% | -34.5% |
| 5Y | -44.7% | -90.5% | +45.8% | -44.8% |
| All | +78.9% | -99.1% | +178.0% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling