+44.9%
AMZN vs EXEL
+194.6%
-149.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -9.2% | +10.1% | -19.4% | -10.9% |
| 3M | +3.4% | +10.1% | -6.7% | +1.1% |
| 6M | +18.2% | +37.7% | -19.4% | +10.4% |
| YTD | +9.3% | +33.1% | -23.7% | +2.5% |
| 1Y | +5.9% | +52.4% | -46.4% | -3.9% |
| 3Y | +82.6% | +163.8% | -81.2% | +36.8% |
| 5Y | +44.9% | +198.5% | -153.6% | -4.9% |
| All | +44.9% | +194.6% | -149.7% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling