+328.6%
TMO vs EXEL
+375.2%
-46.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.4% |
| 7D | -0.6% | -4.9% | +4.3% | 0.0% |
| 30D | +1.1% | +11.4% | -10.3% | -0.3% |
| 3M | +28.3% | +4.9% | +23.4% | +27.3% |
| 6M | +23.3% | +34.4% | -11.2% | +18.2% |
| YTD | +5.5% | +28.0% | -22.6% | +1.7% |
| 1Y | +24.5% | +43.6% | -19.1% | +17.9% |
| 3Y | +19.6% | +155.2% | -135.6% | +2.8% |
| 5Y | +8.1% | +181.2% | -173.0% | -9.4% |
| All | +328.6% | +375.2% | -46.6% | +234.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling