+787.2%
XLV vs EXEL
+268.9%
+518.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.5% |
| 7D | -3.7% | -0.3% | -3.3% | -3.6% |
| 30D | -1.1% | +10.1% | -11.2% | -2.1% |
| 3M | +8.2% | +10.1% | -1.8% | +7.0% |
| 6M | +8.9% | +37.7% | -28.8% | +5.0% |
| YTD | +8.5% | +33.1% | -24.6% | +4.9% |
| 1Y | +22.3% | +52.4% | -30.1% | +16.2% |
| 3Y | +32.6% | +163.8% | -131.2% | +17.2% |
| 5Y | +34.4% | +198.5% | -164.1% | +16.1% |
| 10Y | +175.4% | +386.9% | -211.5% | +115.0% |
| All | +787.2% | +268.9% | +518.3% | +406.3% |
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