+11,791.0%
GOOGL vs EXEL
+748.7%
+11,042.3%
-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 | +3.9% | -0.8% | +4.7% | +4.0% |
| 30D | -14.9% | +13.1% | -28.1% | -16.5% |
| 3M | -14.6% | +36.3% | -50.9% | -18.4% |
| 6M | -26.4% | +34.5% | -61.0% | -29.8% |
| YTD | -5.3% | +57.4% | -62.7% | -11.9% |
| 1Y | +6.5% | +62.9% | -56.5% | -1.5% |
| 3Y | +126.0% | +229.5% | -103.5% | +84.9% |
| 5Y | +100.8% | +281.2% | -180.4% | +59.4% |
| 10Y | +673.8% | +320.7% | +353.1% | +468.4% |
| All | +11,791.0% | +748.7% | +11,042.3% | +5,125.1% |
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 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