+9.8%
BAX vs BBY
+27.1%
-17.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.1% |
| 7D | -1.1% | +9.5% | -10.6% | -3.8% |
| 30D | -5.5% | +6.8% | -12.3% | -7.4% |
| 3M | +33.5% | +28.9% | +4.7% | +23.5% |
| 6M | +35.9% | +37.8% | -1.9% | +22.0% |
| YTD | +35.4% | +38.7% | -3.4% | +21.8% |
| 1Y | +9.8% | +23.7% | -13.9% | +3.8% |
| All | +9.8% | +27.1% | -17.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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