+151.1%
BB vs EXEL
+236.1%
-85.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +11.6% | -2.4% | +14.0% | +11.9% |
| 30D | +2.6% | +17.9% | -15.3% | +1.0% |
| 3M | +3.5% | +33.3% | -29.8% | +0.7% |
| 6M | +43.5% | +46.6% | -3.1% | +37.8% |
| YTD | +141.2% | +61.0% | +80.1% | +128.5% |
| 1Y | +97.4% | +70.4% | +27.0% | +85.9% |
| 3Y | +151.1% | +236.1% | -85.0% | +103.0% |
| All | +151.1% | +236.1% | -85.0% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling