+389.6%
BE vs EXEL
+54.7%
+334.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.2% |
| 7D | +23.9% | -0.3% | +24.3% | +24.0% |
| 30D | +27.8% | +10.1% | +17.7% | +23.6% |
| 3M | +3.7% | +10.1% | -6.4% | 0.0% |
| 6M | +78.0% | +37.7% | +40.3% | +54.9% |
| YTD | +209.9% | +33.1% | +176.8% | +168.7% |
| 1Y | +389.6% | +52.4% | +337.2% | +295.2% |
| All | +389.6% | +54.7% | +334.9% | +295.2% |
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 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