-67.0%
SE vs EXEL
+195.7%
-262.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.7% |
| 7D | +0.6% | +1.4% | -0.8% | +0.2% |
| 30D | -0.1% | +6.7% | -6.7% | -2.0% |
| 3M | +34.1% | +11.5% | +22.7% | +29.8% |
| 6M | +23.2% | +38.8% | -15.6% | +11.4% |
| YTD | -11.2% | +31.6% | -42.7% | -18.8% |
| 1Y | -40.5% | +53.0% | -93.5% | -48.6% |
| 3Y | +196.3% | +160.8% | +35.5% | +90.9% |
| 5Y | -67.0% | +190.1% | -257.1% | -80.7% |
| All | -67.0% | +195.7% | -262.8% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling