+175.5%
EXE vs EXEL
+147.1%
+28.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -2.2% | -2.9% | +0.7% | -1.9% |
| 30D | -0.8% | +11.9% | -12.7% | -2.1% |
| 3M | +10.0% | +9.2% | +0.8% | +8.6% |
| 6M | -6.3% | +39.1% | -45.4% | -10.7% |
| YTD | -10.7% | +31.0% | -41.7% | -14.3% |
| 1Y | +2.7% | +52.3% | -49.7% | -4.0% |
| 3Y | +19.1% | +159.7% | -140.6% | -1.9% |
| 5Y | +105.4% | +187.7% | -82.3% | +62.1% |
| All | +175.5% | +147.1% | +28.4% | +118.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling