+2,053.0%
LLY vs FCEL
-99.1%
+2,152.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | -0.6% |
| 7D | +4.6% | +14.8% | -10.2% | +4.3% |
| 30D | +22.4% | -33.9% | +56.2% | +23.1% |
| 3M | +17.1% | -52.7% | +69.8% | +18.3% |
| 6M | +44.6% | -40.0% | +84.7% | +44.3% |
| YTD | +33.5% | +40.2% | -6.8% | +30.3% |
| 1Y | +41.1% | +32.9% | +8.2% | +37.8% |
| 3Y | +143.8% | -66.8% | +210.6% | +139.9% |
| 5Y | +473.4% | -97.0% | +570.3% | +485.5% |
| All | +2,053.0% | -99.1% | +2,152.1% | +2,077.4% |
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