+17,575.3%
LLY vs FCEL
-99.8%
+17,675.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | -2.1% | -15.8% | +13.7% | -1.6% |
| 30D | -1.6% | -29.3% | +27.7% | -0.5% |
| 3M | +2.3% | -30.1% | +32.4% | +2.3% |
| 6M | +14.9% | +74.4% | -59.6% | +9.7% |
| YTD | +7.5% | +104.5% | -97.0% | +1.6% |
| 1Y | +55.7% | +281.4% | -225.7% | +42.3% |
| 3Y | +110.6% | -66.1% | +176.7% | +104.5% |
| 5Y | +363.4% | -91.9% | +455.3% | +363.3% |
| 10Y | +1,649.0% | -99.2% | +1,748.2% | +1,555.3% |
| All | +17,575.3% | -99.8% | +17,675.1% | +14,755.0% |
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