+138.2%
IBM vs EXEL
+260.1%
-121.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.2% |
| 3M | +5.7% | +33.3% | -27.6% | +2.7% |
| 6M | +10.1% | +42.9% | -32.7% | +6.1% |
| YTD | -15.6% | +58.7% | -74.3% | -19.9% |
| 1Y | -19.5% | +70.5% | -90.1% | -24.3% |
| 3Y | +80.4% | +233.8% | -153.4% | +54.4% |
| All | +138.2% | +260.1% | -121.9% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling