-4.2%
CTVA vs EXEL
+60.1%
-64.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | -20.8% | -0.8% | -19.9% | -20.5% |
| 30D | -29.6% | +13.1% | -42.8% | -31.0% |
| 3M | -16.9% | +36.3% | -53.2% | -21.4% |
| 6M | -24.3% | +34.5% | -58.8% | -27.8% |
| YTD | -5.6% | +57.4% | -63.0% | -11.9% |
| 1Y | -4.2% | +62.9% | -67.1% | -11.1% |
| All | -4.2% | +60.1% | -64.3% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling