+92.0%
EXEL vs BG
+7.2%
+84.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.6% |
| 7D | +9.8% | -3.8% | +13.5% | +9.8% |
| 30D | +23.6% | -9.6% | +33.2% | +23.8% |
| 3M | +29.9% | -8.5% | +38.4% | +30.3% |
| 6M | +64.7% | -23.0% | +87.8% | +66.6% |
| YTD | +66.0% | +10.9% | +55.1% | +66.9% |
| 1Y | +92.0% | +6.0% | +86.0% | +98.5% |
| All | +92.0% | +7.2% | +84.8% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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