+37.8%
BBY vs COMP
+12.9%
+24.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.6% | +3.1% |
| 7D | +9.5% | +1.4% | +8.1% | +9.3% |
| 30D | +6.8% | -13.3% | +20.2% | +8.3% |
| 3M | +28.9% | +41.1% | -12.3% | +25.1% |
| 6M | +37.8% | +17.2% | +20.6% | +33.5% |
| All | +37.8% | +12.9% | +24.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 6mo: compounded portfolio wealth divided by compounded COMP 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…
6mo analysis · Full analysis span regression · 6 months rolling