+325.3%
IR vs EXEL
+220.7%
+104.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | +3.7% | +0.3% | +3.4% | +3.6% |
| 30D | +7.4% | +19.0% | -11.6% | +4.5% |
| 3M | -5.9% | +33.3% | -39.2% | -10.3% |
| 6M | +5.6% | +42.9% | -37.3% | -0.7% |
| YTD | +4.8% | +58.7% | -53.9% | -3.2% |
| 1Y | +6.9% | +70.5% | -63.6% | -2.4% |
| 3Y | +27.6% | +233.8% | -206.3% | +1.7% |
| 5Y | +45.8% | +259.3% | -213.5% | +13.0% |
| All | +325.3% | +220.7% | +104.5% | +228.5% |
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