+30.4%
EMB vs EXEL
+160.6%
-130.2%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | +0.3% | +1.4% | -1.1% | +0.2% |
| 30D | -0.5% | +6.7% | -7.1% | -0.7% |
| 3M | +0.3% | +11.5% | -11.1% | -0.1% |
| 6M | +1.2% | +38.8% | -37.6% | -0.1% |
| YTD | +1.5% | +31.6% | -30.1% | +0.3% |
| 1Y | +4.8% | +53.0% | -48.2% | +3.1% |
| 3Y | +30.4% | +160.8% | -130.5% | +23.8% |
| All | +30.4% | +160.6% | -130.2% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling