+52.6%
BHP vs EXEL
+230.5%
-177.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | -4.5% | +13.1% | -17.7% | -6.0% |
| 3M | -6.9% | +36.3% | -43.2% | -10.3% |
| 6M | -10.6% | +34.5% | -45.1% | -13.8% |
| YTD | +37.2% | +57.4% | -20.2% | +29.9% |
| 1Y | +48.0% | +62.9% | -14.9% | +39.8% |
| 3Y | +52.6% | +229.5% | -177.0% | +37.5% |
| All | +52.6% | +230.5% | -177.9% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling