+243.1%
EXEL vs BG
+1,131.5%
-888.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +8.4% | +2.8% | +5.6% | +7.5% |
| 30D | +4.1% | +12.0% | -8.0% | +0.5% |
| 3M | +12.4% | -7.7% | +20.1% | +14.4% |
| 6M | +41.5% | +4.5% | +37.1% | +38.5% |
| YTD | +34.6% | +35.7% | -1.1% | +21.7% |
| 1Y | +57.9% | +50.1% | +7.8% | +37.8% |
| 3Y | +159.5% | +12.6% | +146.9% | +141.8% |
| 5Y | +198.5% | +75.4% | +123.1% | +135.8% |
| 10Y | +411.4% | +150.5% | +260.9% | +234.5% |
| All | +243.1% | +1,131.5% | -888.4% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling