+179.6%
CAH vs EXEL
+230.5%
-50.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +3.5% | -0.8% | +4.3% | +3.5% |
| 30D | +13.5% | +13.1% | +0.3% | +12.3% |
| 3M | +21.8% | +36.3% | -14.5% | +18.9% |
| 6M | +51.5% | +34.5% | +17.0% | +48.0% |
| YTD | +38.1% | +57.4% | -19.3% | +33.5% |
| 1Y | +37.7% | +62.9% | -25.2% | +32.8% |
| 3Y | +179.6% | +229.5% | -49.9% | +158.5% |
| All | +179.6% | +230.5% | -50.9% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling