-30.9%
BR vs EXEL
+50.0%
-81.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | -6.0% | -2.9% | -3.1% | -5.9% |
| 30D | -0.9% | +11.9% | -12.7% | -1.2% |
| 3M | +16.4% | +9.2% | +7.2% | +16.0% |
| 6M | -8.2% | +39.1% | -47.3% | -8.7% |
| YTD | -23.2% | +31.0% | -54.2% | -23.7% |
| 1Y | -30.9% | +52.3% | -83.3% | -32.0% |
| All | -30.9% | +50.0% | -81.0% | -32.0% |
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 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