+257.6%
ALAB vs EXEL
+194.7%
+62.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | +16.3% | -0.8% | +17.1% | +16.6% |
| 30D | -26.1% | +13.1% | -39.3% | -27.3% |
| 3M | -31.3% | +36.3% | -67.6% | -34.5% |
| 6M | -1.0% | +34.5% | -35.5% | -6.1% |
| YTD | +33.3% | +57.4% | -24.1% | +22.4% |
| 1Y | +53.5% | +62.9% | -9.4% | +40.2% |
| All | +257.6% | +194.7% | +62.9% | +244.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling