+293.6%
BAC vs EXEL
+353.7%
-60.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.7% |
| 7D | +2.0% | +2.3% | -0.3% | +1.6% |
| 30D | -6.9% | +19.8% | -26.8% | -9.9% |
| 3M | -19.6% | +32.7% | -52.2% | -23.7% |
| 6M | -0.5% | +49.0% | -49.4% | -7.7% |
| YTD | -6.6% | +63.7% | -70.3% | -15.3% |
| 1Y | -3.0% | +75.8% | -78.7% | -13.2% |
| 3Y | +97.3% | +241.3% | -144.0% | +53.4% |
| 5Y | +21.9% | +289.0% | -267.2% | -8.9% |
| 10Y | +251.7% | +377.6% | -126.0% | +133.8% |
| All | +293.6% | +353.7% | -60.1% | +56.9% |
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 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