-48.8%
ZTS vs FCEL
-64.6%
+15.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | +0.1% |
| 7D | -7.4% | +3.9% | -11.3% | -7.4% |
| 30D | +9.9% | -33.1% | +43.0% | +9.9% |
| 3M | +10.3% | -43.0% | +53.3% | +10.3% |
| 6M | +9.2% | -31.3% | +40.5% | +7.7% |
| YTD | -32.9% | +49.8% | -82.7% | -35.8% |
| 1Y | -29.7% | +48.2% | -77.9% | -32.8% |
| All | -48.8% | -64.6% | +15.7% | -48.2% |
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