+246.5%
BBY vs EXEL
+375.2%
-128.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.5% |
| 7D | +0.6% | -4.9% | +5.5% | +1.4% |
| 30D | +9.4% | +11.4% | -2.0% | +7.4% |
| 3M | +19.3% | +4.9% | +14.4% | +18.2% |
| 6M | +47.9% | +34.4% | +13.5% | +39.9% |
| YTD | +39.6% | +28.0% | +11.5% | +32.8% |
| 1Y | +22.2% | +43.6% | -21.5% | +13.5% |
| 3Y | +45.0% | +155.2% | -110.2% | +19.3% |
| 5Y | +2.6% | +181.2% | -178.6% | -18.2% |
| All | +246.5% | +375.2% | -128.6% | +151.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling