-2.6%
BAX vs NTRS
+51.4%
-54.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -2.0% |
| 7D | -7.9% | +1.4% | -9.2% | -8.4% |
| 30D | -11.7% | -0.7% | -11.0% | -11.5% |
| 3M | +16.2% | +11.3% | +4.9% | +10.2% |
| 6M | +32.0% | +35.5% | -3.6% | +12.8% |
| YTD | +24.7% | +40.6% | -15.9% | +4.7% |
| 1Y | -2.6% | +49.2% | -51.8% | -20.4% |
| All | -2.6% | +51.4% | -54.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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