+8,789.8%
VTR vs EXEL
+273.2%
+8,516.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -1.7% | +8.4% | -10.1% | -2.7% |
| 30D | -2.4% | +4.1% | -6.5% | -3.0% |
| 3M | +14.8% | +12.4% | +2.4% | +12.9% |
| 6M | +5.3% | +41.5% | -36.2% | +0.3% |
| YTD | +18.1% | +34.6% | -16.5% | +13.0% |
| 1Y | +36.7% | +57.9% | -21.2% | +27.7% |
| 3Y | +130.1% | +159.5% | -29.4% | +98.1% |
| 5Y | +89.5% | +198.5% | -109.0% | +58.5% |
| 10Y | +87.4% | +411.4% | -324.0% | +35.7% |
| All | +8,789.8% | +273.2% | +8,516.7% | +4,229.6% |
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