+2,069.9%
MSFT vs EXEL
+273.2%
+1,796.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -2.7% | +8.4% | -11.1% | -3.7% |
| 30D | +2.7% | +4.1% | -1.4% | +2.1% |
| 3M | +17.0% | +12.4% | +4.5% | +15.1% |
| 6M | +23.8% | +41.5% | -17.7% | +18.2% |
| YTD | +4.0% | +34.6% | -30.7% | -0.3% |
| 1Y | -0.8% | +57.9% | -58.7% | -7.0% |
| 3Y | +55.6% | +159.5% | -103.9% | +34.7% |
| 5Y | +72.9% | +198.5% | -125.6% | +45.9% |
| 10Y | +875.8% | +411.4% | +464.5% | +630.0% |
| All | +2,069.9% | +273.2% | +1,796.8% | +946.6% |
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