-5.4%
REGN vs FCEL
-62.7%
+57.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.5% |
| 7D | -5.6% | +6.3% | -11.9% | -5.8% |
| 30D | -2.0% | -26.7% | +24.7% | -1.4% |
| 3M | +28.0% | -10.2% | +38.1% | +26.8% |
| 6M | +1.2% | +123.5% | -122.3% | -3.2% |
| YTD | +1.6% | +117.4% | -115.7% | -3.0% |
| 1Y | +38.2% | +146.0% | -107.7% | +30.3% |
| 3Y | -5.4% | -61.9% | +56.5% | -7.6% |
| All | -5.4% | -62.7% | +57.3% | -7.6% |
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