+2,327.9%
NDAQ vs EXEL
+710.6%
+1,617.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -2.4% | +8.4% | -10.8% | -3.7% |
| 30D | +2.5% | +4.1% | -1.6% | +1.6% |
| 3M | +9.9% | +12.4% | -2.5% | +7.6% |
| 6M | +9.4% | +41.5% | -32.1% | +2.9% |
| YTD | +0.4% | +34.6% | -34.2% | -5.0% |
| 1Y | +4.0% | +57.9% | -53.8% | -4.4% |
| 3Y | +94.4% | +159.5% | -65.1% | +61.1% |
| 5Y | +56.7% | +198.5% | -141.8% | +25.2% |
| 10Y | +375.3% | +411.4% | -36.1% | +213.5% |
| All | +2,327.9% | +710.6% | +1,617.3% | +785.5% |
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