+396.0%
GE vs EXEL
+285.1%
+110.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.5% |
| 3M | -9.2% | +32.7% | -41.9% | -13.7% |
| 6M | +13.2% | +49.0% | -35.7% | +5.2% |
| YTD | +9.4% | +63.7% | -54.3% | -0.4% |
| 1Y | +9.8% | +75.8% | -66.0% | -1.3% |
| 3Y | +278.2% | +241.3% | +36.9% | +190.6% |
| 5Y | +396.0% | +289.0% | +107.0% | +270.8% |
| All | +396.0% | +285.1% | +110.9% | +270.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling