+1,598.1%
ZBRA vs EXEL
+273.2%
+1,324.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +1.8% | +8.4% | -6.6% | +0.5% |
| 30D | -1.7% | +4.1% | -5.8% | -2.4% |
| 3M | +47.8% | +12.4% | +35.3% | +44.8% |
| 6M | +56.7% | +41.5% | +15.2% | +47.7% |
| YTD | +49.4% | +34.6% | +14.8% | +41.6% |
| 1Y | +16.5% | +57.9% | -41.3% | +7.3% |
| 3Y | +31.5% | +159.5% | -128.0% | +9.7% |
| 5Y | -38.6% | +198.5% | -237.1% | -50.4% |
| 10Y | +421.0% | +411.4% | +9.6% | +260.7% |
| All | +1,598.1% | +273.2% | +1,324.9% | +640.8% |
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