+221.7%
PODD vs EXEL
+386.3%
-164.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | -10.6% | -2.9% | -7.7% | -10.0% |
| 30D | -6.9% | +11.9% | -18.8% | -9.2% |
| 3M | -10.6% | +9.2% | -19.9% | -12.7% |
| 6M | -43.5% | +39.1% | -82.6% | -48.2% |
| YTD | -52.6% | +31.0% | -83.6% | -56.0% |
| 1Y | -60.1% | +52.3% | -112.4% | -64.5% |
| 3Y | -21.7% | +159.7% | -181.4% | -41.2% |
| 5Y | -54.6% | +187.7% | -242.3% | -67.2% |
| All | +221.7% | +386.3% | -164.5% | +63.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling