+2,685.5%
COST vs EXEL
+264.7%
+2,420.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -3.2% | +1.4% | -4.5% | -3.3% |
| 30D | -4.0% | +6.7% | -10.6% | -4.5% |
| 3M | -6.5% | +11.5% | -17.9% | -7.4% |
| 6M | -8.5% | +38.8% | -47.3% | -11.2% |
| YTD | +6.0% | +31.6% | -25.6% | +3.2% |
| 1Y | -5.8% | +53.0% | -58.8% | -9.6% |
| 3Y | +71.8% | +160.8% | -89.0% | +56.1% |
| 5Y | +106.2% | +190.1% | -83.9% | +84.7% |
| 10Y | +602.0% | +367.0% | +235.1% | +477.7% |
| All | +2,685.5% | +264.7% | +2,420.8% | +1,434.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling