-31.5%
BROS vs EXEL
+54.7%
-86.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -6.6% | -0.3% | -6.2% | -6.5% |
| 30D | -12.3% | +10.1% | -22.5% | -15.4% |
| 3M | -22.2% | +10.1% | -32.3% | -24.1% |
| 6M | -14.3% | +37.7% | -51.9% | -22.4% |
| YTD | -26.6% | +33.1% | -59.6% | -33.1% |
| 1Y | -31.5% | +52.4% | -83.9% | -40.4% |
| All | -31.5% | +54.7% | -86.2% | -40.4% |
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 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