-64.2%
BAX vs BBY
-3.9%
-60.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.1% |
| 7D | +0.1% | +4.5% | -4.4% | -1.0% |
| 30D | +4.1% | +16.8% | -12.7% | -0.1% |
| 3M | -4.5% | +23.2% | -27.8% | -9.9% |
| 6M | +49.2% | +91.9% | -42.7% | +25.1% |
| YTD | +35.2% | +61.6% | -26.4% | +18.3% |
| 1Y | +38.3% | +43.9% | -5.6% | +24.4% |
| 3Y | -19.0% | +88.6% | -107.7% | -32.5% |
| All | -64.2% | -3.9% | -60.3% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling