+193.1%
COPX vs EXEL
+194.6%
-1.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.9% |
| 3M | +19.3% | +10.1% | +9.2% | +17.4% |
| 6M | +16.2% | +37.7% | -21.4% | +10.5% |
| YTD | +33.2% | +33.1% | +0.1% | +27.1% |
| 1Y | +90.2% | +52.4% | +37.9% | +78.0% |
| 3Y | +175.7% | +163.8% | +11.8% | +133.1% |
| 5Y | +193.1% | +198.5% | -5.4% | +129.2% |
| All | +193.1% | +194.6% | -1.5% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling