+9,531.3%
SYK vs FCEL
-99.8%
+9,631.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +4.0% | -1.7% |
| 7D | -12.3% | +6.3% | -18.6% | -12.7% |
| 30D | -22.4% | -18.8% | -3.6% | -22.0% |
| 3M | -12.3% | -3.8% | -8.5% | -13.6% |
| 6M | -24.3% | +121.1% | -145.4% | -29.1% |
| YTD | -22.8% | +113.3% | -136.0% | -27.9% |
| 1Y | -28.8% | +173.5% | -202.3% | -34.9% |
| 3Y | -4.0% | -63.9% | +59.9% | -7.7% |
| 5Y | +3.8% | -90.7% | +94.5% | +3.7% |
| 10Y | +172.8% | -99.2% | +272.0% | +160.4% |
| All | +9,531.3% | -99.8% | +9,631.0% | +8,320.1% |
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