+77.0%
TGT vs EXEL
+52.0%
+25.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -5.0% | -2.9% | -2.2% | -4.8% |
| 30D | +3.0% | +11.9% | -8.8% | +1.8% |
| 3M | +22.6% | +9.2% | +13.4% | +21.2% |
| 6M | +31.2% | +39.1% | -7.9% | +25.6% |
| YTD | +63.7% | +31.0% | +32.7% | +57.5% |
| All | +77.0% | +52.0% | +25.0% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling