+157.6%
GE vs EXEL
+346.4%
-188.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | +5.4% | -2.4% | +7.8% | +5.7% |
| 30D | +9.6% | +17.9% | -8.3% | +7.2% |
| 3M | -7.7% | +33.3% | -41.0% | -11.4% |
| 6M | +14.0% | +46.6% | -32.5% | +8.0% |
| YTD | +10.2% | +61.0% | -50.9% | +2.7% |
| 1Y | +8.9% | +70.4% | -61.5% | +0.7% |
| 3Y | +273.7% | +236.1% | +37.6% | +209.9% |
| 5Y | +410.2% | +284.8% | +125.4% | +311.2% |
| 10Y | +157.4% | +348.4% | -191.0% | +92.4% |
| All | +157.6% | +346.4% | -188.8% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling