-44.8%
COMP vs EXEL
+159.3%
-204.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.4% | +8.4% | -7.0% | -1.9% |
| 30D | -13.3% | +4.1% | -17.4% | -14.9% |
| 3M | +41.1% | +12.4% | +28.7% | +34.2% |
| 6M | +17.2% | +41.5% | -24.4% | +1.6% |
| YTD | +5.2% | +34.6% | -29.4% | -7.5% |
| 1Y | +18.9% | +57.9% | -38.9% | -2.6% |
| 3Y | +215.9% | +159.5% | +56.4% | +91.1% |
| 5Y | -31.2% | +198.5% | -229.7% | -62.2% |
| All | -44.8% | +159.3% | -204.1% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling