+120.2%
BKR vs EXEL
+375.2%
-255.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | -7.0% | -4.9% | -2.1% | -6.2% |
| 30D | -8.1% | +11.4% | -19.5% | -9.9% |
| 3M | -6.6% | +4.9% | -11.5% | -7.7% |
| 6M | +0.9% | +34.4% | -33.6% | -5.0% |
| YTD | +31.1% | +28.0% | +3.1% | +24.3% |
| 1Y | +27.7% | +43.6% | -15.9% | +18.0% |
| 3Y | +71.2% | +155.2% | -84.0% | +38.2% |
| 5Y | +177.6% | +181.2% | -3.5% | +115.9% |
| All | +120.2% | +375.2% | -255.0% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling