+1,873.8%
ALB vs EXEL
+273.2%
+1,600.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -8.1% | +8.4% | -16.4% | -9.2% |
| 30D | +6.3% | +4.1% | +2.2% | +5.4% |
| 3M | -23.6% | +12.4% | -36.0% | -25.2% |
| 6M | -24.6% | +41.5% | -66.2% | -28.9% |
| YTD | -10.3% | +34.6% | -44.9% | -14.7% |
| 1Y | +61.5% | +57.9% | +3.6% | +49.2% |
| 3Y | -34.0% | +159.5% | -193.5% | -44.1% |
| 5Y | -44.6% | +198.5% | -243.1% | -54.5% |
| 10Y | +76.1% | +411.4% | -335.3% | +24.7% |
| All | +1,873.8% | +273.2% | +1,600.6% | +825.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling