+130.3%
MRK vs FCEL
-91.3%
+221.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.9% | +4.0% | -1.9% |
| 7D | -5.0% | +6.3% | -11.3% | -5.0% |
| 30D | +11.0% | -18.8% | +29.8% | +11.0% |
| 3M | +22.4% | -3.8% | +26.2% | +22.0% |
| 6M | +25.4% | +121.1% | -95.7% | +23.9% |
| YTD | +39.5% | +113.3% | -73.8% | +37.7% |
| 1Y | +78.0% | +173.5% | -95.5% | +75.1% |
| 3Y | +45.5% | -63.9% | +109.5% | +42.1% |
| 5Y | +130.3% | -90.7% | +221.0% | +133.0% |
| All | +130.3% | -91.3% | +221.6% | +133.0% |
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 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