+855.4%
PODD vs EXEL
+518.8%
+336.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.4% |
| 7D | +4.1% | -0.8% | +4.9% | +4.3% |
| 30D | +13.9% | +13.1% | +0.7% | +10.6% |
| 3M | +4.1% | +36.3% | -32.2% | -3.3% |
| 6M | +2.4% | +34.5% | -32.1% | -5.0% |
| YTD | -46.4% | +57.4% | -103.8% | -52.6% |
| 1Y | -54.2% | +62.9% | -117.1% | -59.8% |
| 3Y | -6.9% | +229.5% | -236.4% | -33.8% |
| 5Y | -51.6% | +281.2% | -332.8% | -67.0% |
| 10Y | +329.3% | +320.7% | +8.5% | +153.3% |
| All | +855.4% | +518.8% | +336.6% | +149.8% |
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