+49.0%
MRK vs FCEL
-61.1%
+110.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.6% |
| 7D | -2.7% | +15.1% | -17.8% | -2.8% |
| 30D | +12.7% | -16.4% | +29.1% | +12.8% |
| 3M | +24.2% | -5.3% | +29.5% | +23.6% |
| 6M | +27.8% | +124.5% | -96.7% | +24.8% |
| YTD | +42.2% | +126.7% | -84.5% | +38.5% |
| 1Y | +80.2% | +219.9% | -139.7% | +73.6% |
| All | +49.0% | -61.1% | +110.1% | +43.7% |
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