+940.2%
XOM vs EXEL
+336.4%
+603.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +2.8% | -0.8% | +3.7% | +2.9% |
| 30D | -3.6% | +13.1% | -16.8% | -4.6% |
| 3M | +8.2% | +36.3% | -28.1% | +5.6% |
| 6M | +14.0% | +34.5% | -20.5% | +11.1% |
| YTD | +44.6% | +57.4% | -12.8% | +38.8% |
| 1Y | +47.8% | +62.9% | -15.2% | +41.4% |
| 3Y | +79.6% | +229.5% | -149.9% | +60.3% |
| 5Y | +214.3% | +281.2% | -66.9% | +175.0% |
| 10Y | +204.0% | +320.7% | -116.7% | +155.1% |
| All | +940.2% | +336.4% | +603.8% | +587.0% |
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