+1,364.1%
EXEL vs BUD
+218.9%
+1,145.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.6% |
| 7D | +2.3% | +1.3% | +1.0% | +1.6% |
| 30D | +19.8% | +10.0% | +9.8% | +15.0% |
| 3M | +32.7% | +1.6% | +31.1% | +31.3% |
| 6M | +49.0% | +6.5% | +42.5% | +44.0% |
| YTD | +63.7% | +34.8% | +28.8% | +42.8% |
| 1Y | +75.8% | +36.5% | +39.3% | +52.4% |
| 3Y | +241.3% | +49.0% | +192.3% | +177.9% |
| 5Y | +289.0% | +51.7% | +237.4% | +206.1% |
| 10Y | +377.6% | -7.5% | +385.2% | +352.1% |
| All | +1,364.1% | +218.9% | +1,145.2% | +473.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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