+1,972.6%
NOW vs EXEL
+1,155.8%
+816.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | -3.0% | +0.3% | -3.3% | -3.0% |
| 30D | -26.0% | +19.0% | -45.1% | -28.0% |
| 3M | -13.1% | +33.3% | -46.4% | -16.9% |
| 6M | +14.5% | +42.9% | -28.3% | +7.9% |
| YTD | -33.4% | +58.7% | -92.2% | -38.5% |
| 1Y | -40.6% | +70.5% | -111.1% | -45.9% |
| 3Y | -16.3% | +233.8% | -250.1% | -33.2% |
| 5Y | -26.3% | +259.3% | -285.7% | -42.3% |
| 10Y | +512.7% | +484.1% | +28.6% | +326.2% |
| All | +1,972.6% | +1,155.8% | +816.8% | +998.8% |
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