+377.6%
EXEL vs COO
+40.7%
+336.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.2% |
| 7D | +2.3% | +4.3% | -2.0% | +0.7% |
| 30D | +19.8% | +17.6% | +2.3% | +13.0% |
| 3M | +32.7% | -13.9% | +46.6% | +38.7% |
| 6M | +49.0% | +6.6% | +42.4% | +43.6% |
| YTD | +63.7% | -22.0% | +85.7% | +76.5% |
| 1Y | +75.8% | -8.8% | +84.6% | +78.5% |
| 3Y | +241.3% | -21.5% | +262.8% | +248.0% |
| 5Y | +289.0% | -41.0% | +330.1% | +344.6% |
| 10Y | +377.6% | +40.9% | +336.7% | +255.6% |
| All | +377.6% | +40.7% | +336.9% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling