+36.3%
EMB vs EXEL
+354.7%
-318.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.4% | -2.8% | +2.4% | -0.3% |
| 30D | +1.1% | +18.2% | -17.1% | +0.3% |
| 3M | -2.0% | +37.7% | -39.7% | -3.4% |
| 6M | -1.9% | +42.2% | -44.2% | -3.5% |
| YTD | -0.5% | +61.3% | -61.8% | -2.8% |
| 1Y | +0.1% | +64.5% | -64.4% | -2.3% |
| 3Y | +29.7% | +236.7% | -207.0% | +21.7% |
| 5Y | +8.1% | +296.3% | -288.2% | +0.3% |
| 10Y | +36.3% | +331.1% | -294.8% | +26.4% |
| All | +36.3% | +354.7% | -318.4% | +26.4% |
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