+49.1%
BAX vs EXEL
+74.8%
-25.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.6% |
| 7D | +9.0% | +2.3% | +6.7% | +8.4% |
| 30D | +8.5% | +19.8% | -11.4% | +3.7% |
| 3M | -4.1% | +32.7% | -36.8% | -10.7% |
| 6M | +46.9% | +49.0% | -2.0% | +33.7% |
| YTD | +38.4% | +63.7% | -25.3% | +21.4% |
| All | +49.1% | +74.8% | -25.8% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling