-35.7%
BIDU vs EXEL
+92.4%
-128.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.4% |
| 7D | +1.2% | +9.8% | -8.6% | -0.2% |
| 30D | -7.5% | +23.6% | -31.2% | -10.4% |
| 3M | -28.6% | +29.9% | -58.5% | -31.3% |
| 6M | -36.9% | +64.7% | -101.6% | -42.6% |
| YTD | -38.4% | +66.0% | -104.4% | -43.9% |
| 1Y | -35.7% | +92.0% | -127.6% | -43.5% |
| All | -35.7% | +92.4% | -128.1% | -43.5% |
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 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