-34.4%
BIDU vs EXEL
+160.7%
-195.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.4% |
| 7D | -5.2% | -2.9% | -2.3% | -4.9% |
| 30D | -14.5% | +11.9% | -26.4% | -15.5% |
| 3M | -22.9% | +9.2% | -32.1% | -23.7% |
| 6M | -27.8% | +39.1% | -66.9% | -30.5% |
| YTD | -30.7% | +31.0% | -61.7% | -32.9% |
| 1Y | -15.8% | +52.3% | -68.1% | -19.7% |
| All | -34.4% | +160.7% | -195.1% | -42.2% |
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 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