-11.7%
EQT vs EXEL
+42.2%
-53.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.8% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | +1.0% | +10.1% | -9.1% | +1.7% |
| 3M | +4.0% | +10.1% | -6.1% | +4.4% |
| 6M | -11.7% | +37.7% | -49.4% | -11.0% |
| All | -11.7% | +42.2% | -53.9% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling