+129.8%
BP vs EXEL
+373.1%
-243.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.6% |
| 7D | +0.9% | +1.4% | -0.4% | +0.8% |
| 30D | +9.1% | +6.7% | +2.5% | +8.5% |
| 3M | +3.9% | +11.5% | -7.5% | +2.7% |
| 6M | +13.6% | +38.8% | -25.2% | +9.6% |
| YTD | +34.0% | +31.6% | +2.4% | +29.8% |
| 1Y | +39.2% | +53.0% | -13.8% | +32.4% |
| 3Y | +36.4% | +160.8% | -124.4% | +20.4% |
| 5Y | +135.8% | +190.1% | -54.3% | +103.2% |
| All | +129.8% | +373.1% | -243.3% | +103.5% |
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