-29.9%
COMP vs EXEL
+199.5%
-229.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.4% | +8.4% | -7.0% | -2.2% |
| 30D | -13.3% | +4.1% | -17.4% | -15.1% |
| 3M | +41.1% | +12.4% | +28.7% | +33.6% |
| 6M | +17.2% | +41.5% | -24.4% | +0.1% |
| YTD | +5.2% | +34.6% | -29.4% | -8.7% |
| 1Y | +18.9% | +57.9% | -38.9% | -4.7% |
| 3Y | +215.9% | +159.5% | +56.4% | +75.1% |
| All | -29.9% | +199.5% | -229.4% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling