+314.1%
COPX vs EXEL
+320.7%
-6.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -14.3% | +13.1% | -27.5% | -16.3% |
| 3M | -19.0% | +36.3% | -55.4% | -23.6% |
| 6M | -24.4% | +34.5% | -58.9% | -28.7% |
| YTD | -3.2% | +57.4% | -60.7% | -11.4% |
| 1Y | +15.2% | +62.9% | -47.8% | +4.7% |
| 3Y | +127.6% | +229.5% | -101.9% | +76.7% |
| 5Y | +106.0% | +281.2% | -175.2% | +52.5% |
| All | +314.1% | +320.7% | -6.6% | +193.7% |
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