+229.5%
PODD vs EXEL
+393.9%
-164.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.3% |
| 7D | -6.9% | -0.3% | -6.6% | -6.8% |
| 30D | -3.5% | +10.1% | -13.6% | -5.5% |
| 3M | -13.6% | +10.1% | -23.7% | -15.7% |
| 6M | -42.6% | +37.7% | -80.3% | -47.3% |
| YTD | -51.5% | +33.1% | -84.6% | -55.1% |
| 1Y | -60.9% | +52.4% | -113.3% | -65.2% |
| 3Y | -19.8% | +163.8% | -183.6% | -40.0% |
| 5Y | -54.4% | +198.5% | -252.9% | -67.3% |
| All | +229.5% | +393.9% | -164.4% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling