+737.9%
BE vs EXEL
+239.3%
+498.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.2% | +12.8% | +12.9% |
| 7D | +4.5% | -2.8% | +7.3% | +6.3% |
| 30D | -20.1% | +18.2% | -38.3% | -25.1% |
| 3M | -0.8% | +37.7% | -38.6% | -12.9% |
| 6M | -26.2% | +42.2% | -68.4% | -36.7% |
| YTD | +141.1% | +61.3% | +79.8% | +94.6% |
| 1Y | +64.8% | +64.5% | +0.4% | +32.6% |
| 3Y | +1,887.4% | +236.7% | +1,650.7% | +999.2% |
| 5Y | +518.1% | +296.3% | +221.8% | +209.8% |
| All | +737.9% | +239.3% | +498.6% | +314.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling