+27.0%
BROS vs EXEL
+193.7%
-166.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -6.7% | +8.4% | -15.0% | -9.4% |
| 30D | -29.1% | +4.1% | -33.1% | -29.9% |
| 3M | -16.7% | +12.4% | -29.1% | -19.9% |
| 6M | -11.6% | +41.5% | -53.2% | -22.0% |
| YTD | -23.9% | +34.6% | -58.5% | -31.8% |
| 1Y | -34.8% | +57.9% | -92.7% | -45.0% |
| 3Y | +62.1% | +159.5% | -97.4% | +4.6% |
| All | +27.0% | +193.7% | -166.7% | -24.6% |
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 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