+71.4%
BAC vs EXEL
+199.5%
-128.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.1% | +8.4% | -7.3% | -0.1% |
| 30D | -0.4% | +4.1% | -4.5% | -1.1% |
| 3M | +16.9% | +12.4% | +4.5% | +14.6% |
| 6M | +26.6% | +41.5% | -14.9% | +19.3% |
| YTD | +15.8% | +34.6% | -18.8% | +9.7% |
| 1Y | +27.2% | +57.9% | -30.7% | +16.8% |
| 3Y | +132.4% | +159.5% | -27.1% | +90.1% |
| All | +71.4% | +199.5% | -128.1% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling