+1,293.9%
RRX vs EXEL
+273.2%
+1,020.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +3.4% | +8.4% | -4.9% | +2.2% |
| 30D | -11.1% | +4.1% | -15.2% | -11.7% |
| 3M | -23.7% | +12.4% | -36.1% | -25.2% |
| 6M | -22.0% | +41.5% | -63.5% | -26.1% |
| YTD | +16.5% | +34.6% | -18.2% | +11.0% |
| 1Y | +11.5% | +57.9% | -46.4% | +3.4% |
| 3Y | +1.5% | +159.5% | -158.0% | -14.0% |
| 5Y | +18.3% | +198.5% | -180.2% | -3.1% |
| 10Y | +209.8% | +411.4% | -201.6% | +117.4% |
| All | +1,293.9% | +273.2% | +1,020.7% | +522.1% |
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