+7.5%
EMB vs EXEL
+281.2%
-273.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -0.9% | -0.8% | -0.1% | -0.9% |
| 30D | +0.4% | +13.1% | -12.8% | -0.4% |
| 3M | -3.1% | +36.3% | -39.5% | -4.8% |
| 6M | -2.1% | +34.5% | -36.6% | -3.8% |
| YTD | -1.1% | +57.4% | -58.5% | -3.8% |
| 1Y | -0.1% | +62.9% | -63.0% | -3.0% |
| 3Y | +29.6% | +229.5% | -199.9% | +18.0% |
| All | +7.5% | +281.2% | -273.7% | -3.5% |
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 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