+300.1%
EXEL vs COO
+1,630.9%
-1,330.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.5% |
| 7D | +8.4% | -2.2% | +10.6% | +9.4% |
| 30D | +4.1% | -7.0% | +11.1% | +7.4% |
| 3M | +12.4% | +12.2% | +0.2% | +6.2% |
| 6M | +41.5% | -15.1% | +56.7% | +50.9% |
| YTD | +34.6% | -15.1% | +49.7% | +43.3% |
| 1Y | +57.9% | +2.3% | +55.5% | +52.9% |
| 3Y | +159.5% | -23.7% | +183.2% | +173.1% |
| 5Y | +198.5% | -38.9% | +237.4% | +240.4% |
| 10Y | +411.4% | +49.9% | +361.4% | +265.3% |
| All | +300.1% | +1,630.9% | -1,330.9% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling