+20,722.4%
LLY vs FCEL
-99.8%
+20,822.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.5% | -12.3% | -1.2% |
| 7D | -4.5% | -11.2% | +6.7% | -4.1% |
| 30D | +13.9% | -45.8% | +59.7% | +16.2% |
| 3M | +13.8% | -51.0% | +64.7% | +16.0% |
| 6M | +37.6% | -22.2% | +59.9% | +35.6% |
| YTD | +26.6% | +36.3% | -9.7% | +20.9% |
| 1Y | +45.3% | +29.0% | +16.3% | +38.7% |
| 3Y | +132.2% | -70.9% | +203.1% | +125.8% |
| 5Y | +434.7% | -96.3% | +531.0% | +451.6% |
| 10Y | +2,084.3% | -99.1% | +2,183.4% | +1,923.4% |
| All | +20,722.4% | -99.8% | +20,822.2% | +17,577.5% |
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 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