+176.9%
BAX vs EXEL
+353.7%
-176.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +2.2% |
| 7D | +9.0% | +2.3% | +6.7% | +8.9% |
| 30D | +8.5% | +19.8% | -11.4% | +7.0% |
| 3M | -4.1% | +32.7% | -36.8% | -6.2% |
| 6M | +46.9% | +49.0% | -2.0% | +42.4% |
| YTD | +38.4% | +63.7% | -25.3% | +33.0% |
| 1Y | +47.0% | +75.8% | -28.8% | +40.5% |
| 3Y | -14.9% | +241.3% | -256.2% | -23.4% |
| 5Y | -62.5% | +289.0% | -351.6% | -66.8% |
| 10Y | -33.9% | +377.6% | -411.5% | -44.0% |
| All | +176.9% | +353.7% | -176.8% | +95.2% |
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