+278.2%
GE vs EXEL
+244.2%
+33.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.3% |
| 7D | +6.3% | +2.3% | +4.0% | +5.9% |
| 30D | +8.9% | +19.8% | -11.0% | +6.0% |
| 3M | -9.2% | +32.7% | -41.9% | -13.0% |
| 6M | +13.2% | +49.0% | -35.7% | +6.5% |
| YTD | +9.4% | +63.7% | -54.3% | +1.3% |
| 1Y | +9.8% | +75.8% | -66.0% | +0.6% |
| 3Y | +278.2% | +241.3% | +36.9% | +215.1% |
| All | +278.2% | +244.2% | +33.9% | +215.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling