+151.3%
EXEL vs BBAI
-70.8%
+222.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.2% |
| 7D | +8.4% | -4.3% | +12.6% | +8.4% |
| 30D | +4.1% | -3.6% | +7.7% | +4.1% |
| 3M | +12.4% | -38.8% | +51.2% | +13.1% |
| 6M | +41.5% | -23.8% | +65.3% | +41.9% |
| YTD | +34.6% | -45.9% | +80.6% | +35.4% |
| 1Y | +57.9% | -40.8% | +98.6% | +58.4% |
| 3Y | +159.5% | +69.8% | +89.7% | +156.8% |
| 5Y | +198.5% | -70.3% | +268.8% | +198.3% |
| All | +151.3% | -70.8% | +222.1% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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