+136.0%
GOOG vs EXEL
+180.6%
-44.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.9% |
| 7D | 0.0% | -4.9% | +4.9% | +0.8% |
| 30D | -2.0% | +11.4% | -13.4% | -3.8% |
| 3M | -5.9% | +4.9% | -10.8% | -7.0% |
| 6M | +8.9% | +34.4% | -25.5% | +2.8% |
| YTD | +7.1% | +28.0% | -20.9% | +1.8% |
| 1Y | +39.7% | +43.6% | -4.0% | +29.6% |
| 3Y | +145.8% | +155.2% | -9.4% | +95.2% |
| All | +136.0% | +180.6% | -44.6% | +72.1% |
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