+33.7%
ALAB vs EXEL
+52.8%
-19.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.7% | -6.4% |
| 7D | +3.2% | +1.4% | +1.8% | +2.9% |
| 30D | -13.6% | +6.7% | -20.2% | -14.9% |
| 3M | -16.6% | +11.5% | -28.1% | -19.8% |
| 6M | +142.3% | +38.8% | +103.5% | +113.2% |
| YTD | +73.6% | +31.6% | +42.1% | +55.2% |
| 1Y | +33.7% | +53.0% | -19.3% | +12.2% |
| All | +33.7% | +52.8% | -19.1% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling