+182.3%
SLB vs EXEL
+273.2%
-90.9%
-87.6%
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 | +0.8% | +8.4% | -7.5% | -0.2% |
| 30D | +15.8% | +4.1% | +11.8% | +15.0% |
| 3M | -0.3% | +12.4% | -12.8% | -2.1% |
| 6M | +21.3% | +41.5% | -20.2% | +15.5% |
| YTD | +52.3% | +34.6% | +17.7% | +45.6% |
| 1Y | +63.6% | +57.9% | +5.7% | +52.7% |
| 3Y | +3.8% | +159.5% | -155.7% | -10.7% |
| 5Y | +128.6% | +198.5% | -69.8% | +91.2% |
| 10Y | -3.1% | +411.4% | -414.4% | -27.8% |
| All | +182.3% | +273.2% | -90.9% | +59.1% |
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