+13,444.1%
GOOG vs EXEL
+625.8%
+12,818.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -2.1% | +8.4% | -10.5% | -3.3% |
| 30D | -6.8% | +4.1% | -10.9% | -7.5% |
| 3M | -9.1% | +12.4% | -21.5% | -10.9% |
| 6M | +10.7% | +41.5% | -30.8% | +4.8% |
| YTD | +7.1% | +34.6% | -27.6% | +1.9% |
| 1Y | +44.6% | +57.9% | -13.2% | +34.2% |
| 3Y | +147.4% | +159.5% | -12.1% | +109.3% |
| 5Y | +133.8% | +198.5% | -64.7% | +92.0% |
| 10Y | +777.5% | +411.4% | +366.2% | +523.7% |
| All | +13,444.1% | +625.8% | +12,818.3% | +6,002.6% |
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