+35.8%
BN vs EXEL
+195.7%
-160.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.1% |
| 7D | -1.2% | +1.4% | -2.6% | -1.4% |
| 30D | -10.9% | +6.7% | -17.6% | -12.1% |
| 3M | -11.1% | +11.5% | -22.5% | -13.2% |
| 6M | -4.4% | +38.8% | -43.2% | -11.1% |
| YTD | -14.1% | +31.6% | -45.7% | -19.6% |
| 1Y | -11.1% | +53.0% | -64.1% | -19.7% |
| 3Y | +75.6% | +160.8% | -85.3% | +35.5% |
| 5Y | +35.8% | +190.1% | -154.3% | -4.9% |
| All | +35.8% | +195.7% | -160.0% | -4.9% |
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 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