+91.7%
BKNG vs EXEL
+187.2%
-95.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.7% |
| 7D | -10.7% | -2.9% | -7.8% | -10.3% |
| 30D | -18.1% | +11.9% | -30.0% | -19.5% |
| 3M | +8.5% | +9.2% | -0.7% | +7.0% |
| 6M | -0.1% | +39.1% | -39.1% | -5.3% |
| YTD | -18.2% | +31.0% | -49.3% | -21.9% |
| 1Y | -19.9% | +52.3% | -72.2% | -25.5% |
| 3Y | +41.6% | +159.7% | -118.1% | +16.3% |
| All | +91.7% | +187.2% | -95.5% | +47.3% |
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