+175.8%
VSH vs EXEL
+386.3%
-210.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +3.1% | -2.9% | +6.0% | +3.7% |
| 30D | -5.7% | +11.9% | -17.6% | -8.0% |
| 3M | -42.5% | +9.2% | -51.7% | -43.7% |
| 6M | +82.7% | +39.1% | +43.6% | +69.6% |
| YTD | +118.2% | +31.0% | +87.2% | +104.7% |
| 1Y | +109.7% | +52.3% | +57.3% | +89.2% |
| 3Y | +35.3% | +159.7% | -124.5% | +6.1% |
| 5Y | +65.6% | +187.7% | -122.1% | +24.4% |
| All | +175.8% | +386.3% | -210.5% | +89.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling