+17.7%
VSH vs EXEL
+347.1%
-329.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.7% |
| 7D | +12.8% | -2.8% | +15.6% | +13.7% |
| 30D | -9.0% | +18.2% | -27.2% | -12.1% |
| 3M | -12.2% | +37.7% | -49.9% | -18.0% |
| 6M | -15.9% | +42.2% | -58.2% | -22.2% |
| YTD | +103.2% | +61.3% | +41.9% | +82.7% |
| 1Y | +108.4% | +64.5% | +43.9% | +86.5% |
| 3Y | +41.6% | +236.7% | -195.1% | +6.1% |
| 5Y | +54.6% | +296.3% | -241.7% | +10.0% |
| 10Y | +138.2% | +331.1% | -192.9% | +52.1% |
| All | +17.7% | +347.1% | -329.4% | -57.1% |
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