+95.6%
NTR vs EXEL
+90.0%
+5.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.9% |
| 7D | +3.8% | +1.4% | +2.5% | +3.6% |
| 30D | +25.2% | +6.7% | +18.6% | +23.9% |
| 3M | +21.0% | +11.5% | +9.5% | +18.6% |
| 6M | +7.6% | +38.8% | -31.2% | +1.4% |
| YTD | +32.9% | +31.6% | +1.3% | +26.0% |
| 1Y | +43.1% | +53.0% | -10.0% | +31.7% |
| 3Y | +41.6% | +160.8% | -119.2% | +13.7% |
| 5Y | +54.8% | +190.1% | -135.3% | +19.0% |
| All | +95.6% | +90.0% | +5.6% | +51.1% |
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