+201.1%
ZTS vs FCEL
-99.8%
+300.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | 0.0% |
| 7D | -7.4% | +3.9% | -11.3% | -7.6% |
| 30D | +9.9% | -33.1% | +43.0% | +10.9% |
| 3M | +10.3% | -43.0% | +53.3% | +11.5% |
| 6M | +9.2% | -31.3% | +40.5% | +8.0% |
| YTD | -32.9% | +49.8% | -82.7% | -35.9% |
| 1Y | -29.7% | +48.2% | -77.9% | -33.0% |
| 3Y | -49.0% | -64.6% | +15.6% | -50.5% |
| 5Y | -59.3% | -96.7% | +37.4% | -58.3% |
| 10Y | +78.9% | -99.0% | +178.0% | +79.7% |
| All | +201.1% | -99.8% | +300.9% | +213.9% |
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