+72.6%
BB vs EXEL
+160.6%
-88.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.4% |
| 7D | +0.5% | +1.4% | -0.9% | +0.4% |
| 30D | -12.4% | +6.7% | -19.0% | -12.9% |
| 3M | -15.3% | +11.5% | -26.7% | -16.3% |
| 6M | +128.8% | +38.8% | +90.0% | +120.4% |
| YTD | +107.7% | +31.6% | +76.1% | +100.8% |
| 1Y | +103.9% | +53.0% | +50.9% | +93.7% |
| 3Y | +72.6% | +160.8% | -88.2% | +46.2% |
| All | +72.6% | +160.6% | -88.0% | +46.2% |
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 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