+105.1%
CTVA vs EXEL
+194.6%
-89.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.5% |
| 7D | -5.8% | -0.3% | -5.5% | -5.8% |
| 30D | +11.1% | +10.1% | +0.9% | +9.9% |
| 3M | +13.2% | +10.1% | +3.1% | +12.1% |
| 6M | +8.7% | +37.7% | -28.9% | +5.4% |
| YTD | +27.3% | +33.1% | -5.8% | +23.6% |
| 1Y | +18.0% | +52.4% | -34.4% | +13.0% |
| 3Y | +76.5% | +163.8% | -87.3% | +58.1% |
| 5Y | +105.1% | +198.5% | -93.4% | +70.2% |
| All | +105.1% | +194.6% | -89.5% | +70.2% |
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