+3,498.6%
BRO vs EXEL
+263.2%
+3,235.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -8.6% | -2.9% | -5.7% | -8.3% |
| 30D | -6.9% | +11.9% | -18.8% | -7.9% |
| 3M | +10.5% | +9.2% | +1.3% | +9.4% |
| 6M | -2.8% | +39.1% | -41.9% | -6.1% |
| YTD | -16.1% | +31.0% | -47.2% | -18.6% |
| 1Y | -27.6% | +52.3% | -79.9% | -30.9% |
| 3Y | -7.3% | +159.7% | -167.0% | -16.7% |
| 5Y | +19.0% | +187.7% | -168.7% | +5.2% |
| 10Y | +292.7% | +379.4% | -86.7% | +215.7% |
| All | +3,498.6% | +263.2% | +3,235.4% | +2,105.7% |
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