+384.5%
ALAB vs EXEL
+149.2%
+235.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.9% |
| 7D | +9.6% | -0.3% | +10.0% | +9.7% |
| 30D | -5.3% | +10.1% | -15.4% | -6.9% |
| 3M | -12.0% | +10.1% | -22.1% | -13.9% |
| 6M | +145.7% | +37.7% | +108.1% | +129.8% |
| YTD | +80.7% | +33.1% | +47.6% | +69.9% |
| 1Y | +40.1% | +52.4% | -12.3% | +29.1% |
| All | +384.5% | +149.2% | +235.3% | +378.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EXEL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling