+565.2%
COPX vs EXEL
+375.2%
+190.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | -2.3% | -4.9% | +2.5% | -1.5% |
| 30D | +0.3% | +11.4% | -11.1% | -1.7% |
| 3M | +6.8% | +4.9% | +1.9% | +5.7% |
| 6M | +7.9% | +34.4% | -26.5% | +2.1% |
| YTD | +23.7% | +28.0% | -4.3% | +17.9% |
| 1Y | +71.5% | +43.6% | +27.9% | +59.7% |
| 3Y | +149.1% | +155.2% | -6.1% | +104.3% |
| 5Y | +167.3% | +181.2% | -13.8% | +111.7% |
| All | +565.2% | +375.2% | +190.0% | +386.3% |
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 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