+1,389.5%
IT vs EXEL
+341.7%
+1,047.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -3.7% | +1.6% | -5.3% | -3.9% |
| 30D | -3.1% | +17.4% | -20.5% | -5.6% |
| 3M | +6.3% | +38.6% | -32.3% | +0.8% |
| 6M | +24.8% | +41.2% | -16.4% | +17.7% |
| YTD | -24.4% | +59.3% | -83.7% | -30.2% |
| 1Y | -17.1% | +60.2% | -77.3% | -23.7% |
| 3Y | -53.6% | +232.6% | -286.2% | -62.8% |
| 5Y | -42.5% | +285.9% | -328.4% | -55.4% |
| 10Y | +88.8% | +325.9% | -237.1% | +33.1% |
| All | +1,389.5% | +341.7% | +1,047.8% | +463.2% |
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 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