-50.2%
COMP vs EXEL
+206.9%
-257.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | +8.9% | +1.6% | +7.2% | +8.3% |
| 30D | +14.0% | +17.4% | -3.4% | +7.2% |
| 3M | -21.1% | +38.6% | -59.8% | -30.6% |
| 6M | +20.1% | +41.2% | -21.1% | +4.0% |
| YTD | -5.0% | +59.3% | -64.4% | -21.8% |
| 1Y | +5.7% | +60.2% | -54.5% | -13.4% |
| 3Y | +412.2% | +232.6% | +179.7% | +180.2% |
| 5Y | -12.1% | +285.9% | -297.9% | -55.3% |
| All | -50.2% | +206.9% | -257.0% | -73.8% |
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