+839.3%
BAX vs TROW
+14,398.8%
-13,559.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.4% | -3.7% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -9.7% | -4.0% | -5.7% | -8.9% |
| 3M | +29.3% | +5.0% | +24.2% | +27.9% |
| 6M | +40.7% | +24.3% | +16.3% | +34.3% |
| YTD | +30.3% | +9.8% | +20.5% | +27.5% |
| 1Y | +3.4% | +6.4% | -3.1% | +1.9% |
| 3Y | -32.0% | +15.8% | -47.8% | -34.4% |
| 5Y | -66.9% | -37.3% | -29.6% | -64.5% |
| 10Y | -37.1% | +130.6% | -167.7% | -48.4% |
| All | +839.3% | +14,398.8% | -13,559.5% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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