-43.9%
BIDU vs EXEL
+197.1%
-241.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -16.0% | +10.1% | -26.1% | -17.6% |
| 3M | -24.0% | +10.1% | -34.1% | -25.8% |
| 6M | -24.9% | +37.7% | -62.5% | -30.2% |
| YTD | -29.6% | +33.1% | -62.6% | -34.2% |
| 1Y | -15.2% | +52.4% | -67.5% | -23.4% |
| 3Y | -32.2% | +163.8% | -196.0% | -50.5% |
| All | -43.9% | +197.1% | -241.1% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling