+27.5%
BAC vs EXEL
+50.0%
-22.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -0.1% |
| 7D | -0.3% | -2.9% | +2.6% | -0.2% |
| 30D | -1.8% | +11.9% | -13.6% | -2.0% |
| 3M | +15.3% | +9.2% | +6.1% | +15.1% |
| 6M | +30.2% | +39.1% | -8.9% | +28.5% |
| YTD | +15.6% | +31.0% | -15.5% | +14.1% |
| 1Y | +27.5% | +52.3% | -24.9% | +24.9% |
| All | +27.5% | +50.0% | -22.6% | +24.9% |
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