+39.8%
BKNG vs EXEL
+160.7%
-120.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.6% |
| 7D | -10.7% | -2.9% | -7.8% | -10.5% |
| 30D | -18.1% | +11.9% | -30.0% | -18.7% |
| 3M | +8.5% | +9.2% | -0.7% | +7.9% |
| 6M | -0.1% | +39.1% | -39.1% | -2.2% |
| YTD | -18.2% | +31.0% | -49.3% | -19.7% |
| 1Y | -19.9% | +52.3% | -72.2% | -22.0% |
| All | +39.8% | +160.7% | -120.8% | +46.5% |
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 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