-8.1%
SNPS vs EXEL
+231.1%
-239.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.1% | +2.3% |
| 7D | -3.7% | +0.3% | -3.9% | -3.6% |
| 30D | -10.4% | +19.0% | -29.4% | -10.9% |
| 3M | +11.0% | +33.3% | -22.3% | +9.7% |
| 6M | -10.7% | +42.9% | -53.6% | -12.2% |
| YTD | -4.1% | +58.7% | -62.8% | -6.6% |
| 1Y | +13.7% | +70.5% | -56.8% | +10.3% |
| 3Y | -8.1% | +233.8% | -241.9% | -8.1% |
| All | -8.1% | +231.1% | -239.2% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling