-32.8%
STZ vs EXEL
+199.5%
-232.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.9% | +8.4% | -10.3% | -2.5% |
| 30D | -1.9% | +4.1% | -6.0% | -2.3% |
| 3M | -6.2% | +12.4% | -18.7% | -7.2% |
| 6M | -14.0% | +41.5% | -55.6% | -16.6% |
| YTD | -5.1% | +34.6% | -39.8% | -7.7% |
| 1Y | -9.6% | +57.9% | -67.4% | -13.6% |
| 3Y | -47.2% | +159.5% | -206.7% | -53.9% |
| All | -32.8% | +199.5% | -232.3% | -44.9% |
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