+11,715.7%
GOOG vs EXEL
+748.7%
+10,967.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | -14.9% | +13.1% | -28.0% | -16.4% |
| 3M | -14.9% | +36.3% | -51.2% | -18.7% |
| 6M | -26.6% | +34.5% | -61.1% | -30.0% |
| YTD | -6.6% | +57.4% | -64.0% | -13.1% |
| 1Y | +5.1% | +62.9% | -57.9% | -2.8% |
| 3Y | +121.0% | +229.5% | -108.6% | +80.8% |
| 5Y | +97.3% | +281.2% | -183.9% | +56.7% |
| 10Y | +683.2% | +320.7% | +362.5% | +475.6% |
| All | +11,715.7% | +748.7% | +10,967.0% | +5,099.8% |
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