-12.3%
BA vs EXEL
+62.5%
-74.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -0.6% | +1.6% | -2.2% | -0.9% |
| 30D | -8.0% | +17.4% | -25.4% | -11.6% |
| 3M | -25.8% | +38.6% | -64.4% | -32.1% |
| 6M | -27.6% | +41.2% | -68.8% | -33.6% |
| YTD | -21.0% | +59.3% | -80.3% | -29.8% |
| 1Y | -12.3% | +60.2% | -72.5% | -22.3% |
| All | -12.3% | +62.5% | -74.7% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling