+1,064.3%
GEN vs EXEL
+273.2%
+791.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -1.2% | +8.4% | -9.6% | -2.3% |
| 30D | +10.1% | +4.1% | +6.1% | +9.4% |
| 3M | +16.1% | +12.4% | +3.7% | +14.0% |
| 6M | +38.9% | +41.5% | -2.7% | +31.7% |
| YTD | +14.4% | +34.6% | -20.2% | +9.2% |
| 1Y | +5.9% | +57.9% | -52.0% | -1.5% |
| 3Y | +58.8% | +159.5% | -100.7% | +35.5% |
| 5Y | +24.7% | +198.5% | -173.8% | +3.1% |
| 10Y | +163.1% | +411.4% | -248.3% | +86.3% |
| All | +1,064.3% | +273.2% | +791.1% | +465.9% |
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