+10,585.9%
BN vs EXEL
+353.7%
+10,232.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.5% |
| 7D | +3.6% | +2.3% | +1.3% | +3.4% |
| 30D | +15.9% | +19.8% | -4.0% | +13.5% |
| 3M | -2.3% | +32.7% | -35.0% | -5.5% |
| 6M | -8.4% | +49.0% | -57.4% | -12.7% |
| YTD | -5.9% | +63.7% | -69.6% | -11.4% |
| 1Y | -5.6% | +75.8% | -81.4% | -11.9% |
| 3Y | +104.2% | +241.3% | -137.1% | +74.9% |
| 5Y | +35.5% | +289.0% | -253.6% | +13.6% |
| 10Y | +285.2% | +377.6% | -92.4% | +201.4% |
| All | +10,585.9% | +353.7% | +10,232.3% | +6,050.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling