+700.7%
GOOGL vs EXEL
+325.9%
+374.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +5.7% | +1.6% | +4.1% | +5.4% |
| 30D | -15.6% | +17.4% | -32.9% | -18.0% |
| 3M | -13.0% | +38.6% | -51.6% | -18.0% |
| 6M | -22.8% | +41.2% | -64.0% | -27.7% |
| YTD | -4.4% | +59.3% | -63.7% | -12.7% |
| 1Y | +4.5% | +60.2% | -55.8% | -4.7% |
| 3Y | +127.4% | +232.6% | -105.1% | +76.1% |
| 5Y | +102.8% | +285.9% | -183.0% | +50.8% |
| All | +700.7% | +325.9% | +374.8% | +476.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling