-24.2%
AR vs EXEL
+1,021.9%
-1,046.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.5% | +8.4% | -5.9% | +1.2% |
| 30D | +14.8% | +4.1% | +10.7% | +13.9% |
| 3M | +6.2% | +12.4% | -6.2% | +3.9% |
| 6M | +4.3% | +41.5% | -37.3% | -2.0% |
| YTD | +14.4% | +34.6% | -20.3% | +8.1% |
| 1Y | +21.3% | +57.9% | -36.5% | +11.1% |
| 3Y | +39.8% | +159.5% | -119.7% | +15.2% |
| 5Y | +142.1% | +198.5% | -56.4% | +92.4% |
| 10Y | +52.0% | +411.4% | -359.3% | +13.4% |
| All | -24.2% | +1,021.9% | -1,046.1% | -51.2% |
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 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