-25.6%
COMP vs EXEL
+262.4%
-288.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.6% | -2.6% | -5.7% |
| 7D | -1.8% | +3.8% | -5.6% | -3.4% |
| 30D | -0.8% | +17.8% | -18.5% | -7.7% |
| 3M | -28.1% | +21.2% | -49.3% | -34.2% |
| 6M | +27.0% | +54.7% | -27.7% | +4.0% |
| YTD | -12.8% | +56.8% | -69.5% | -29.6% |
| 1Y | +4.9% | +70.2% | -65.3% | -18.6% |
| 3Y | +321.0% | +227.2% | +93.8% | +100.8% |
| 5Y | -25.6% | +254.9% | -280.5% | -67.8% |
| All | -25.6% | +262.4% | -288.0% | -67.8% |
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 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