+104.2%
BN vs EXEL
+244.2%
-140.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.4% |
| 7D | +3.6% | +2.3% | +1.3% | +3.3% |
| 30D | +15.9% | +19.8% | -4.0% | +12.9% |
| 3M | -2.3% | +32.7% | -35.0% | -6.2% |
| 6M | -8.4% | +49.0% | -57.4% | -13.8% |
| YTD | -5.9% | +63.7% | -69.6% | -13.0% |
| 1Y | -5.6% | +75.8% | -81.4% | -13.7% |
| 3Y | +104.2% | +241.3% | -137.1% | +69.6% |
| All | +104.2% | +244.2% | -140.0% | +69.6% |
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