+388.0%
BAC vs EXEL
+273.2%
+114.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.1% | +8.4% | -7.3% | -0.4% |
| 30D | -0.4% | +4.1% | -4.5% | -1.3% |
| 3M | +16.9% | +12.4% | +4.5% | +14.2% |
| 6M | +26.6% | +41.5% | -14.9% | +18.3% |
| YTD | +15.8% | +34.6% | -18.8% | +8.9% |
| 1Y | +27.2% | +57.9% | -30.7% | +15.7% |
| 3Y | +132.4% | +159.5% | -27.1% | +89.6% |
| 5Y | +72.6% | +198.5% | -125.9% | +35.0% |
| 10Y | +389.7% | +411.4% | -21.6% | +219.0% |
| All | +388.0% | +273.2% | +114.9% | +101.7% |
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