+2,666.5%
NDAQ vs EXEL
+869.5%
+1,797.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | +2.9% | -2.4% | +5.2% | +3.2% |
| 30D | +17.5% | +17.9% | -0.4% | +14.4% |
| 3M | +15.4% | +33.3% | -17.8% | +10.1% |
| 6M | +24.6% | +46.6% | -21.9% | +16.7% |
| YTD | +14.4% | +61.0% | -46.6% | +5.1% |
| 1Y | +26.9% | +70.4% | -43.5% | +15.4% |
| 3Y | +119.8% | +236.1% | -116.3% | +75.0% |
| 5Y | +70.5% | +284.8% | -214.3% | +30.9% |
| 10Y | +475.8% | +348.4% | +127.4% | +293.1% |
| All | +2,666.5% | +869.5% | +1,797.0% | +879.7% |
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