+152.0%
GE vs EXEL
+320.7%
-168.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | +8.1% | +13.1% | -5.1% | +5.6% |
| 3M | -7.9% | +36.3% | -44.2% | -13.2% |
| 6M | +12.9% | +34.5% | -21.6% | +6.5% |
| YTD | +8.2% | +57.4% | -49.3% | -1.3% |
| 1Y | +9.7% | +62.9% | -53.3% | -0.7% |
| 3Y | +266.1% | +229.5% | +36.6% | +182.6% |
| 5Y | +407.4% | +281.2% | +126.2% | +274.4% |
| All | +152.0% | +320.7% | -168.8% | +88.1% |
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