-27.8%
BB vs EXEL
+194.6%
-222.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.8% |
| 7D | +1.8% | -0.3% | +2.2% | +1.9% |
| 30D | -12.2% | +10.1% | -22.4% | -14.4% |
| 3M | -12.3% | +10.1% | -22.4% | -14.7% |
| 6M | +122.7% | +37.7% | +85.0% | +104.0% |
| YTD | +104.5% | +33.1% | +71.4% | +88.3% |
| 1Y | +106.7% | +52.4% | +54.3% | +82.3% |
| 3Y | +70.0% | +163.8% | -93.9% | +15.3% |
| 5Y | -27.8% | +198.5% | -226.3% | -58.8% |
| All | -27.8% | +194.6% | -222.4% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling