+132.2%
LLY vs FCEL
-74.5%
+206.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.5% | -12.3% | -0.8% |
| 7D | -4.5% | -11.2% | +6.7% | -4.5% |
| 30D | +13.9% | -45.8% | +59.7% | +13.8% |
| 3M | +13.8% | -51.0% | +64.7% | +13.7% |
| 6M | +37.6% | -22.2% | +59.9% | +36.9% |
| YTD | +26.6% | +36.3% | -9.7% | +25.3% |
| 1Y | +45.3% | +29.0% | +16.3% | +43.9% |
| 3Y | +132.2% | -70.9% | +203.1% | +125.1% |
| All | +132.2% | -74.5% | +206.7% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling