+231.8%
BP vs EXEL
+346.4%
-114.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -6.3% | -2.4% | -3.9% | -6.2% |
| 30D | -3.6% | +17.9% | -21.5% | -4.9% |
| 3M | +5.2% | +33.3% | -28.0% | +2.7% |
| 6M | +5.3% | +46.6% | -41.2% | +1.7% |
| YTD | +33.1% | +61.0% | -27.9% | +27.3% |
| 1Y | +26.3% | +70.4% | -44.2% | +20.1% |
| 3Y | +47.5% | +236.1% | -188.6% | +30.8% |
| 5Y | +106.2% | +284.8% | -178.7% | +79.1% |
| 10Y | +127.0% | +348.4% | -221.5% | +87.7% |
| All | +231.8% | +346.4% | -114.5% | +114.4% |
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