+32.2%
COPX vs EXEL
+92.4%
-60.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | -3.0% | +9.8% | -12.7% | -5.2% |
| 30D | -13.6% | +23.6% | -37.3% | -18.4% |
| 3M | -11.2% | +29.9% | -41.1% | -17.4% |
| 6M | -2.4% | +64.7% | -67.1% | -16.5% |
| YTD | +4.2% | +66.0% | -61.8% | -11.8% |
| 1Y | +32.2% | +92.0% | -59.8% | +6.8% |
| All | +32.2% | +92.4% | -60.2% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling