+20.0%
GE vs EXEL
+59.2%
-39.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.6% | +8.4% | -10.0% | -3.0% |
| 30D | -11.6% | +4.1% | -15.6% | -12.2% |
| 3M | +3.0% | +12.4% | -9.4% | +0.8% |
| 6M | -0.5% | +41.5% | -42.1% | -6.0% |
| YTD | +9.7% | +34.6% | -24.9% | +4.1% |
| 1Y | +20.0% | +57.9% | -37.8% | +13.4% |
| All | +20.0% | +59.2% | -39.2% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling