-5.3%
BRO vs EXEL
+92.4%
-97.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.8% | +4.4% |
| 7D | +12.4% | +9.8% | +2.7% | +12.4% |
| 30D | +21.6% | +23.6% | -2.0% | +21.7% |
| 3M | +4.3% | +29.9% | -25.6% | +4.6% |
| 6M | +29.2% | +64.7% | -35.5% | +31.5% |
| YTD | -6.4% | +66.0% | -72.3% | -4.6% |
| 1Y | -5.3% | +92.0% | -97.3% | -3.2% |
| All | -5.3% | +92.4% | -97.7% | -3.2% |
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