+149.9%
IBM vs EXEL
+445.6%
-295.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.7% | 0.0% |
| 7D | -2.5% | +2.3% | -4.8% | -2.8% |
| 30D | +8.4% | +19.8% | -11.5% | +5.8% |
| 3M | +4.5% | +32.7% | -28.2% | +0.6% |
| 6M | +7.9% | +49.0% | -41.1% | +2.0% |
| YTD | -15.2% | +63.7% | -78.9% | -21.1% |
| 1Y | -17.6% | +75.8% | -93.4% | -24.1% |
| 3Y | +82.1% | +241.3% | -159.2% | +49.9% |
| 5Y | +143.3% | +289.0% | -145.7% | +93.8% |
| 10Y | +149.9% | +377.6% | -227.7% | +97.7% |
| All | +149.9% | +445.6% | -295.6% | +97.7% |
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