+80.4%
IBM vs EXEL
+231.1%
-150.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.0% |
| 7D | -5.0% | +0.3% | -5.2% | -5.0% |
| 30D | +11.1% | +19.0% | -7.9% | +9.7% |
| 3M | +5.7% | +33.3% | -27.6% | +3.4% |
| 6M | +10.1% | +42.9% | -32.7% | +7.0% |
| YTD | -15.6% | +58.7% | -74.3% | -19.0% |
| 1Y | -19.5% | +70.5% | -90.1% | -23.4% |
| 3Y | +80.4% | +233.8% | -153.4% | +62.7% |
| All | +80.4% | +231.1% | -150.7% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling