+1,104.3%
EXEL vs BUD
+201.1%
+903.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +8.4% | +0.3% | +8.1% | +8.2% |
| 30D | +4.1% | -5.7% | +9.7% | +6.6% |
| 3M | +12.4% | +3.1% | +9.3% | +10.7% |
| 6M | +41.5% | +7.9% | +33.7% | +36.1% |
| YTD | +34.6% | +27.3% | +7.3% | +20.7% |
| 1Y | +57.9% | +37.8% | +20.1% | +36.6% |
| 3Y | +159.5% | +49.8% | +109.7% | +110.3% |
| 5Y | +198.5% | +43.8% | +154.6% | +139.9% |
| 10Y | +411.4% | -22.6% | +434.0% | +437.7% |
| All | +1,104.3% | +201.1% | +903.2% | +385.0% |
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