-1.3%
BBY vs COMP
-47.7%
+46.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.9% |
| 3M | +28.9% | +41.1% | -12.3% | +22.5% |
| 6M | +37.8% | +17.2% | +20.6% | +32.8% |
| YTD | +38.7% | +5.2% | +33.5% | +35.0% |
| 1Y | +23.7% | +18.9% | +4.8% | +17.6% |
| 3Y | +39.1% | +215.9% | -176.8% | +9.2% |
| 5Y | -0.4% | -31.2% | +30.8% | -14.6% |
| All | -1.3% | -47.7% | +46.4% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling