+5.9%
GEN vs EXEL
+59.2%
-53.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.2% | +8.4% | -9.6% | -1.9% |
| 30D | +10.1% | +4.1% | +6.1% | +9.7% |
| 3M | +16.1% | +12.4% | +3.7% | +14.6% |
| 6M | +38.9% | +41.5% | -2.7% | +32.8% |
| YTD | +14.4% | +34.6% | -20.2% | +9.8% |
| 1Y | +5.9% | +57.9% | -52.0% | -0.4% |
| All | +5.9% | +59.2% | -53.4% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling