+18.7%
BR vs EXEL
+289.1%
-270.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.3% | +1.6% | -2.9% | -1.5% |
| 30D | +13.7% | +17.4% | -3.7% | +11.3% |
| 3M | +13.8% | +38.6% | -24.8% | +8.9% |
| 6M | +29.7% | +41.2% | -11.5% | +23.6% |
| YTD | -12.6% | +59.3% | -72.0% | -18.4% |
| 1Y | -12.4% | +60.2% | -72.7% | -18.4% |
| 3Y | +14.1% | +232.6% | -218.5% | -8.8% |
| 5Y | +18.7% | +285.9% | -267.2% | -8.4% |
| All | +18.7% | +289.1% | -270.4% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling