+3,940.3%
TMO vs EXEL
+268.9%
+3,671.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -0.5% | -0.3% | -0.1% | -0.4% |
| 30D | +1.0% | +10.1% | -9.1% | -0.3% |
| 3M | +22.7% | +10.1% | +12.6% | +21.1% |
| 6M | +19.0% | +37.7% | -18.7% | +14.0% |
| YTD | +4.7% | +33.1% | -28.3% | +0.7% |
| 1Y | +26.0% | +52.4% | -26.4% | +18.8% |
| 3Y | +18.0% | +163.8% | -145.8% | +2.1% |
| 5Y | +8.0% | +198.5% | -190.5% | -9.0% |
| 10Y | +333.8% | +386.9% | -53.1% | +221.7% |
| All | +3,940.3% | +268.9% | +3,671.4% | +1,971.3% |
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