+3,801.0%
BHP vs EXEL
+273.2%
+3,527.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.9% | +8.4% | -11.3% | -4.0% |
| 30D | +3.4% | +4.1% | -0.7% | +2.7% |
| 3M | +4.1% | +12.4% | -8.4% | +2.2% |
| 6M | +20.6% | +41.5% | -21.0% | +14.4% |
| YTD | +56.1% | +34.6% | +21.4% | +49.0% |
| 1Y | +69.6% | +57.9% | +11.7% | +57.7% |
| 3Y | +78.8% | +159.5% | -80.7% | +51.8% |
| 5Y | +113.1% | +198.5% | -85.4% | +74.9% |
| 10Y | +505.9% | +411.4% | +94.5% | +327.2% |
| All | +3,801.0% | +273.2% | +3,527.8% | +1,779.6% |
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