-50.4%
COMP vs EXEL
+210.1%
-260.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.6% | -5.8% | -6.8% |
| 7D | +7.2% | -2.4% | +9.6% | +8.5% |
| 30D | +6.4% | +17.9% | -11.5% | -0.2% |
| 3M | -19.4% | +33.3% | -52.7% | -28.1% |
| 6M | +14.6% | +46.6% | -32.0% | -2.3% |
| YTD | -5.5% | +61.0% | -66.5% | -22.5% |
| 1Y | +13.7% | +70.4% | -56.8% | -9.1% |
| 3Y | +409.7% | +236.1% | +173.6% | +177.6% |
| 5Y | -17.0% | +284.8% | -301.9% | -57.9% |
| All | -50.4% | +210.1% | -260.5% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling