+127.6%
COPX vs EXEL
+230.5%
-102.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.7% |
| 3M | -19.0% | +36.3% | -55.4% | -22.3% |
| 6M | -24.4% | +34.5% | -58.9% | -27.5% |
| YTD | -3.2% | +57.4% | -60.7% | -9.2% |
| 1Y | +15.2% | +62.9% | -47.8% | +7.7% |
| 3Y | +127.6% | +229.5% | -101.9% | +101.1% |
| All | +127.6% | +230.5% | -102.8% | +101.1% |
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