-29.6%
BR vs EXEL
+59.2%
-88.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | -5.3% | +8.4% | -13.7% | -5.5% |
| 30D | +6.4% | +4.1% | +2.4% | +6.3% |
| 3M | +13.6% | +12.4% | +1.2% | +13.2% |
| 6M | -6.7% | +41.5% | -48.2% | -7.3% |
| YTD | -21.1% | +34.6% | -55.7% | -21.6% |
| 1Y | -29.6% | +57.9% | -87.4% | -31.6% |
| All | -29.6% | +59.2% | -88.8% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling