-3.5%
IR vs EXEL
+59.2%
-62.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -2.8% | +8.4% | -11.2% | -4.2% |
| 30D | -15.1% | +4.1% | -19.2% | -15.7% |
| 3M | +6.1% | +12.4% | -6.4% | +3.7% |
| 6M | -16.8% | +41.5% | -58.4% | -22.1% |
| YTD | -3.5% | +34.6% | -38.2% | -9.5% |
| 1Y | -3.5% | +57.9% | -61.4% | -12.3% |
| All | -3.5% | +59.2% | -62.7% | -12.3% |
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