+60.2%
ALB vs EXEL
+52.8%
+7.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.9% |
| 7D | -4.4% | +1.4% | -5.8% | -4.6% |
| 30D | -1.2% | +6.7% | -7.8% | -2.1% |
| 3M | -13.3% | +11.5% | -24.8% | -15.3% |
| 6M | -19.8% | +38.8% | -58.6% | -25.4% |
| YTD | -7.9% | +31.6% | -39.5% | -13.4% |
| 1Y | +60.2% | +53.0% | +7.1% | +56.2% |
| All | +60.2% | +52.8% | +7.4% | +56.2% |
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