+655.3%
BIDU vs EXEL
+551.6%
+103.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.3% | -4.7% | -6.5% |
| 7D | -2.4% | +1.4% | -3.8% | -2.7% |
| 30D | -15.6% | +6.7% | -22.3% | -16.7% |
| 3M | -22.3% | +11.5% | -33.8% | -24.2% |
| 6M | -22.3% | +38.8% | -61.1% | -27.4% |
| YTD | -29.2% | +31.6% | -60.7% | -33.3% |
| 1Y | -14.8% | +53.0% | -67.8% | -22.5% |
| 3Y | -31.8% | +160.8% | -192.6% | -45.6% |
| 5Y | -43.1% | +190.1% | -233.2% | -56.0% |
| 10Y | -50.6% | +367.0% | -417.6% | -69.0% |
| All | +655.3% | +551.6% | +103.6% | +135.9% |
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 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