-34.8%
BROS vs EXEL
+59.2%
-94.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -6.7% | +8.4% | -15.0% | -9.3% |
| 30D | -29.1% | +4.1% | -33.1% | -29.7% |
| 3M | -16.7% | +12.4% | -29.1% | -19.3% |
| 6M | -11.6% | +41.5% | -53.2% | -20.6% |
| YTD | -23.9% | +34.6% | -58.5% | -30.9% |
| 1Y | -34.8% | +57.9% | -92.7% | -43.6% |
| All | -34.8% | +59.2% | -94.0% | -43.6% |
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