-2.1%
EME vs EXEL
+92.4%
-94.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -9.7% |
| 7D | -5.8% | +9.8% | -15.6% | -6.7% |
| 30D | -17.9% | +23.6% | -41.5% | -19.7% |
| 3M | -22.0% | +29.9% | -51.9% | -24.3% |
| 6M | -29.7% | +64.7% | -94.4% | -34.6% |
| YTD | +4.7% | +66.0% | -61.3% | -3.3% |
| 1Y | -2.1% | +92.0% | -94.1% | -14.8% |
| All | -2.1% | +92.4% | -94.5% | -14.8% |
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 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