+106.7%
BB vs EXEL
+54.7%
+52.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.6% |
| 7D | +1.8% | -0.3% | +2.2% | +1.9% |
| 30D | -12.2% | +10.1% | -22.4% | -12.8% |
| 3M | -12.3% | +10.1% | -22.4% | -13.0% |
| 6M | +122.7% | +37.7% | +85.0% | +114.7% |
| YTD | +104.5% | +33.1% | +71.4% | +97.3% |
| 1Y | +106.7% | +52.4% | +54.3% | +96.5% |
| All | +106.7% | +54.7% | +52.0% | +96.5% |
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