-33.3%
BAX vs EXEL
+325.9%
-359.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | +0.4% | +1.6% | -1.3% | +0.1% |
| 30D | +3.4% | +17.4% | -13.9% | +1.1% |
| 3M | -4.5% | +38.6% | -43.1% | -8.7% |
| 6M | +44.0% | +41.2% | +2.8% | +37.2% |
| YTD | +34.9% | +59.3% | -24.5% | +26.1% |
| 1Y | +37.9% | +60.2% | -22.3% | +28.7% |
| 3Y | -17.1% | +232.6% | -249.6% | -31.1% |
| 5Y | -64.3% | +285.9% | -350.1% | -71.3% |
| All | -33.3% | +325.9% | -359.2% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling