-3.1%
NVO vs FCEL
-90.6%
+87.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.1% | -2.2% |
| 7D | -7.6% | +6.3% | -13.9% | -7.8% |
| 30D | -6.0% | -26.7% | +20.7% | -5.2% |
| 3M | -0.8% | -10.2% | +9.4% | -1.9% |
| 6M | +16.5% | +123.5% | -107.0% | +9.0% |
| YTD | -11.1% | +117.4% | -128.5% | -17.0% |
| 1Y | -16.7% | +146.0% | -162.7% | -23.0% |
| 3Y | -52.9% | -61.9% | +9.0% | -54.8% |
| All | -3.1% | -90.6% | +87.5% | -2.3% |
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