+15.2%
COPX vs EXEL
+60.1%
-45.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | -14.3% | +13.1% | -27.5% | -16.9% |
| 3M | -19.0% | +36.3% | -55.4% | -25.5% |
| 6M | -24.4% | +34.5% | -58.9% | -30.5% |
| YTD | -3.2% | +57.4% | -60.7% | -16.6% |
| 1Y | +15.2% | +62.9% | -47.8% | -1.5% |
| All | +15.2% | +60.1% | -45.0% | -1.5% |
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