+3.0%
GEN vs EXEL
+54.7%
-51.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +2.1% | +10.1% | -8.1% | +1.1% |
| 3M | +19.7% | +10.1% | +9.6% | +18.3% |
| 6M | +33.3% | +37.7% | -4.4% | +27.8% |
| YTD | +11.1% | +33.1% | -22.0% | +6.6% |
| 1Y | +3.0% | +52.4% | -49.4% | -3.3% |
| All | +3.0% | +54.7% | -51.7% | -3.3% |
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