-43.4%
BROS vs EXEL
+283.4%
-326.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.4% |
| 7D | -19.0% | -2.4% | -16.6% | -17.9% |
| 30D | -7.3% | +17.9% | -25.2% | -12.2% |
| 3M | -31.2% | +33.3% | -64.5% | -37.9% |
| 6M | -33.0% | +46.6% | -79.6% | -41.5% |
| YTD | -42.4% | +61.0% | -103.4% | -51.6% |
| 1Y | -37.7% | +70.4% | -108.2% | -48.8% |
| 3Y | +28.2% | +236.1% | -207.9% | -27.1% |
| 5Y | -43.4% | +284.8% | -328.2% | -72.1% |
| All | -43.4% | +283.4% | -326.7% | -72.1% |
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