+168.1%
COPX vs EXEL
+164.8%
+3.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | +6.4% | +10.1% | -3.7% | +5.1% |
| 3M | +19.3% | +10.1% | +9.2% | +17.7% |
| 6M | +16.2% | +37.7% | -21.4% | +11.5% |
| YTD | +33.2% | +33.1% | +0.1% | +28.0% |
| 1Y | +90.2% | +52.4% | +37.9% | +80.5% |
| All | +168.1% | +164.8% | +3.3% | +143.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling