+70.9%
BHP vs EXEL
+50.0%
+20.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -5.0% |
| 7D | -3.7% | -2.9% | -0.9% | -3.2% |
| 30D | -0.8% | +11.9% | -12.7% | -2.8% |
| 3M | +7.6% | +9.2% | -1.6% | +5.8% |
| 6M | +20.8% | +39.1% | -18.3% | +14.6% |
| YTD | +50.8% | +31.0% | +19.7% | +43.5% |
| 1Y | +70.9% | +52.3% | +18.6% | +63.2% |
| All | +70.9% | +50.0% | +20.9% | +63.2% |
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