+9.6%
EIX vs EXEL
+59.2%
-49.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -19.1% | +8.4% | -27.5% | -19.7% |
| 30D | -16.9% | +4.1% | -21.0% | -17.3% |
| 3M | -20.0% | +12.4% | -32.4% | -20.6% |
| 6M | -21.3% | +41.5% | -62.9% | -22.4% |
| YTD | -1.7% | +34.6% | -36.3% | -3.1% |
| 1Y | +9.6% | +57.9% | -48.3% | +4.5% |
| All | +9.6% | +59.2% | -49.7% | +4.5% |
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