+202.3%
EXEL vs COO
-38.8%
+241.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | +8.4% | -2.2% | +10.6% | +8.9% |
| 30D | +4.1% | -7.0% | +11.1% | +5.8% |
| 3M | +12.4% | +12.2% | +0.2% | +9.3% |
| 6M | +41.5% | -15.1% | +56.7% | +46.5% |
| YTD | +34.6% | -15.1% | +49.7% | +39.3% |
| 1Y | +57.9% | +2.3% | +55.5% | +55.7% |
| 3Y | +159.5% | -23.7% | +183.2% | +169.5% |
| All | +202.3% | -38.8% | +241.1% | +226.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling