+104.7%
COST vs EXEL
+192.6%
-87.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -2.5% | -2.9% | +0.4% | -2.2% |
| 30D | -4.4% | +11.9% | -16.3% | -5.6% |
| 3M | -8.1% | +9.2% | -17.3% | -9.2% |
| 6M | -9.2% | +39.1% | -48.3% | -13.1% |
| YTD | +5.1% | +31.0% | -25.9% | +1.3% |
| 1Y | -5.1% | +52.3% | -57.4% | -10.6% |
| 3Y | +70.4% | +159.7% | -89.4% | +43.6% |
| 5Y | +104.7% | +187.7% | -83.0% | +62.0% |
| All | +104.7% | +192.6% | -87.9% | +62.0% |
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