-37.1%
BAX vs EXEL
+380.2%
-417.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.5% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | -9.7% | +6.7% | -16.4% | -10.5% |
| 3M | +29.3% | +11.5% | +17.8% | +27.5% |
| 6M | +40.7% | +38.8% | +1.9% | +34.7% |
| YTD | +30.3% | +31.6% | -1.3% | +25.4% |
| 1Y | +3.4% | +53.0% | -49.6% | -2.5% |
| 3Y | -32.0% | +160.8% | -192.9% | -40.9% |
| 5Y | -66.9% | +190.1% | -257.0% | -71.9% |
| 10Y | -37.1% | +367.0% | -404.0% | -48.3% |
| All | -37.1% | +380.2% | -417.3% | -48.3% |
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