-33.5%
BROS vs EXEL
+39.7%
-73.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.0% |
| 7D | -2.5% | +1.6% | -4.1% | -3.3% |
| 30D | -11.2% | +17.4% | -28.6% | -14.9% |
| 3M | -33.9% | +38.6% | -72.6% | -41.1% |
| 6M | -33.5% | +41.2% | -74.7% | -34.6% |
| All | -33.5% | +39.7% | -73.2% | -34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling