+776.2%
TGT vs EXEL
+273.2%
+503.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.8% | +8.4% | -7.6% | -0.1% |
| 30D | +12.2% | +4.1% | +8.1% | +11.6% |
| 3M | +33.8% | +12.4% | +21.4% | +32.0% |
| 6M | +39.3% | +41.5% | -2.2% | +33.8% |
| YTD | +72.9% | +34.6% | +38.2% | +66.7% |
| 1Y | +84.6% | +57.9% | +26.7% | +74.7% |
| 3Y | +46.2% | +159.5% | -113.3% | +29.5% |
| 5Y | -21.3% | +198.5% | -219.8% | -31.8% |
| 10Y | +213.5% | +411.4% | -197.8% | +143.4% |
| All | +776.2% | +273.2% | +503.0% | +382.1% |
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