+4.5%
GOOGL vs EXEL
+62.5%
-58.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +5.7% | +1.6% | +4.1% | +5.5% |
| 30D | -15.6% | +17.4% | -32.9% | -17.2% |
| 3M | -13.0% | +38.6% | -51.6% | -16.6% |
| 6M | -22.8% | +41.2% | -64.0% | -26.8% |
| YTD | -4.4% | +59.3% | -63.7% | -12.1% |
| 1Y | +4.5% | +60.2% | -55.8% | -4.1% |
| All | +4.5% | +62.5% | -58.0% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling