+108.4%
VSH vs EXEL
+70.6%
+37.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.7% |
| 7D | +12.8% | -2.8% | +15.6% | +13.9% |
| 30D | -9.0% | +18.2% | -27.2% | -12.0% |
| 3M | -12.2% | +37.7% | -49.9% | -18.8% |
| 6M | -15.9% | +42.2% | -58.2% | -23.5% |
| YTD | +103.2% | +61.3% | +41.9% | +76.5% |
| 1Y | +108.4% | +64.5% | +43.9% | +79.9% |
| All | +108.4% | +70.6% | +37.9% | +79.9% |
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