+3,550.0%
JCI vs FCEL
-99.8%
+3,649.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.8% |
| 7D | +3.8% | -15.8% | +19.7% | +5.0% |
| 30D | -5.7% | -29.3% | +23.6% | -3.6% |
| 3M | -1.4% | -30.1% | +28.7% | -0.9% |
| 6M | +4.1% | +74.4% | -70.3% | -3.8% |
| YTD | +21.7% | +104.5% | -82.8% | +10.5% |
| 1Y | +36.1% | +281.4% | -245.2% | +16.4% |
| 3Y | +154.4% | -66.1% | +220.5% | +143.4% |
| 5Y | +112.0% | -91.9% | +203.9% | +115.1% |
| 10Y | +322.2% | -99.2% | +421.4% | +296.0% |
| All | +3,550.0% | -99.8% | +3,649.8% | +2,772.1% |
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 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