+68.2%
BAX vs IBB
+566.2%
-498.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.2% |
| 7D | +12.1% | -1.8% | +14.0% | +13.0% |
| 30D | +7.6% | +5.1% | +2.5% | +5.2% |
| 3M | -4.5% | +10.7% | -15.2% | -8.8% |
| 6M | +52.0% | +22.9% | +29.1% | +38.7% |
| YTD | +35.1% | +26.7% | +8.4% | +21.8% |
| 1Y | +43.7% | +35.1% | +8.6% | +26.0% |
| 3Y | -20.9% | +80.2% | -101.1% | -38.5% |
| 5Y | -63.5% | +37.8% | -101.4% | -68.8% |
| 10Y | -36.0% | +161.2% | -197.2% | -58.8% |
| All | +68.2% | +566.2% | -498.0% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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