+371.7%
EXEL vs COO
+1,451.1%
-1,079.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | +0.3% | +4.7% | -4.5% | -1.9% |
| 30D | +19.0% | +13.9% | +5.1% | +12.1% |
| 3M | +33.3% | -14.9% | +48.2% | +41.2% |
| 6M | +42.9% | +2.0% | +40.8% | +38.9% |
| YTD | +58.7% | -23.9% | +82.6% | +75.2% |
| 1Y | +70.5% | -9.6% | +80.1% | +73.9% |
| 3Y | +233.8% | -25.4% | +259.3% | +251.0% |
| 5Y | +259.3% | -41.2% | +300.5% | +311.1% |
| 10Y | +484.1% | +42.1% | +442.1% | +321.5% |
| All | +371.7% | +1,451.1% | -1,079.4% | +27.4% |
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