-67.1%
BAX vs BBY
+0.2%
-67.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -5.1% | +1.2% | -6.3% | -5.4% |
| 30D | -12.2% | +6.8% | -19.0% | -13.7% |
| 3M | +21.8% | +18.7% | +3.1% | +16.5% |
| 6M | +36.3% | +37.3% | -1.0% | +25.0% |
| YTD | +27.8% | +35.3% | -7.5% | +17.6% |
| 1Y | -0.1% | +20.7% | -20.7% | -5.6% |
| 3Y | -33.3% | +39.4% | -72.7% | -40.2% |
| 5Y | -67.1% | -1.5% | -65.6% | -69.7% |
| All | -67.1% | +0.2% | -67.3% | -69.7% |
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