+874.4%
BAX vs EIX
+1,158.5%
-284.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.0% |
| 7D | +12.1% | +1.0% | +11.1% | +11.9% |
| 30D | +7.6% | +9.1% | -1.5% | +5.7% |
| 3M | -4.5% | -10.2% | +5.8% | -3.5% |
| 6M | +52.0% | -11.2% | +63.3% | +54.0% |
| YTD | +35.1% | +4.5% | +30.7% | +32.1% |
| 1Y | +43.7% | +10.9% | +32.8% | +38.8% |
| 3Y | -20.9% | +8.4% | -29.4% | -24.1% |
| 5Y | -63.5% | +18.0% | -81.5% | -65.8% |
| 10Y | -36.0% | +30.3% | -66.3% | -42.8% |
| All | +874.4% | +1,158.5% | -284.1% | +370.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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