+59.7%
CAH vs EXEL
+50.0%
+9.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.5% |
| 7D | -5.1% | -2.9% | -2.2% | -4.7% |
| 30D | -1.8% | +11.9% | -13.6% | -2.9% |
| 3M | +9.4% | +9.2% | +0.1% | +8.3% |
| 6M | +9.2% | +39.1% | -29.8% | +6.2% |
| YTD | +15.7% | +31.0% | -15.4% | +13.2% |
| 1Y | +59.7% | +52.3% | +7.4% | +53.4% |
| All | +59.7% | +50.0% | +9.7% | +53.4% |
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