+151.2%
GE vs EXEL
+325.9%
-174.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.2% |
| 7D | +5.1% | +1.6% | +3.5% | +4.8% |
| 30D | +7.6% | +17.4% | -9.8% | +4.4% |
| 3M | -9.3% | +38.6% | -47.9% | -14.8% |
| 6M | +11.5% | +41.2% | -29.7% | +4.2% |
| YTD | +7.9% | +59.3% | -51.5% | -1.8% |
| 1Y | +7.6% | +60.2% | -52.6% | -2.2% |
| 3Y | +265.9% | +232.6% | +33.3% | +181.9% |
| 5Y | +405.9% | +285.9% | +120.1% | +272.5% |
| All | +151.2% | +325.9% | -174.6% | +87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling