-19.5%
NOW vs EXEL
+238.6%
-258.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | -5.6% | -2.8% | -2.7% | -5.4% |
| 30D | -26.8% | +18.2% | -45.0% | -27.2% |
| 3M | -19.4% | +37.7% | -57.2% | -20.3% |
| 6M | +12.3% | +42.2% | -29.9% | +10.9% |
| YTD | -32.9% | +61.3% | -94.2% | -34.4% |
| 1Y | -40.3% | +64.5% | -104.8% | -41.8% |
| All | -19.5% | +238.6% | -258.1% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling