-18.3%
BIDU vs EXEL
+48.5%
-66.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.2% |
| 7D | -8.1% | -4.9% | -3.2% | -7.4% |
| 30D | -12.8% | +11.4% | -24.2% | -14.1% |
| 3M | -21.3% | +4.9% | -26.2% | -22.1% |
| 6M | -27.0% | +34.4% | -61.4% | -31.0% |
| YTD | -30.0% | +28.0% | -58.1% | -33.4% |
| 1Y | -18.3% | +43.6% | -61.9% | -22.9% |
| All | -18.3% | +48.5% | -66.8% | -22.9% |
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 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