+32.9%
DIS vs EXEL
+354.7%
-321.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | -2.8% | +3.4% | +1.0% |
| 30D | +10.3% | +18.2% | -7.9% | +7.6% |
| 3M | +15.6% | +37.7% | -22.2% | +10.2% |
| 6M | +15.1% | +42.2% | -27.1% | +9.0% |
| YTD | +6.0% | +61.3% | -55.3% | -1.8% |
| 1Y | +5.7% | +64.5% | -58.8% | -2.4% |
| 3Y | +39.8% | +236.7% | -196.9% | +13.5% |
| 5Y | -23.9% | +296.3% | -320.2% | -40.4% |
| 10Y | +32.9% | +331.1% | -298.2% | +2.2% |
| All | +32.9% | +354.7% | -321.7% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling