+321.8%
EXEL vs COO
+41.7%
+280.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -2.8% | -2.3% | -0.5% | -2.0% |
| 30D | +18.2% | +13.3% | +4.9% | +12.9% |
| 3M | +37.7% | -18.1% | +55.8% | +46.7% |
| 6M | +42.2% | +6.7% | +35.5% | +36.9% |
| YTD | +61.3% | -23.2% | +84.5% | +75.0% |
| 1Y | +64.5% | -12.3% | +76.8% | +69.4% |
| 3Y | +236.7% | -23.6% | +260.2% | +247.0% |
| 5Y | +296.3% | -38.7% | +335.0% | +343.3% |
| All | +321.8% | +41.7% | +280.1% | +178.7% |
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