+372.0%
LLY vs FCEL
-91.9%
+463.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | -2.1% | -15.8% | +13.7% | -2.1% |
| 30D | -1.6% | -29.3% | +27.7% | -1.4% |
| 3M | +2.3% | -30.1% | +32.4% | +2.2% |
| 6M | +14.9% | +74.4% | -59.6% | +13.5% |
| YTD | +7.5% | +104.5% | -97.0% | +5.8% |
| 1Y | +55.7% | +281.4% | -225.7% | +52.0% |
| 3Y | +110.6% | -66.1% | +176.7% | +108.9% |
| All | +372.0% | -91.9% | +463.9% | +370.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling