+443.8%
LLY vs FCEL
-96.5%
+540.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.5% | -12.3% | -0.9% |
| 7D | -4.5% | -11.2% | +6.7% | -4.4% |
| 30D | +13.9% | -45.8% | +59.7% | +14.3% |
| 3M | +13.8% | -51.0% | +64.7% | +14.2% |
| 6M | +37.6% | -22.2% | +59.9% | +36.5% |
| YTD | +26.6% | +36.3% | -9.7% | +24.1% |
| 1Y | +45.3% | +29.0% | +16.3% | +42.5% |
| 3Y | +132.2% | -70.9% | +203.1% | +130.2% |
| All | +443.8% | -96.5% | +540.4% | +445.5% |
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