-13.6%
BKNG vs BAX
+46.0%
-59.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.0% | +5.9% | +8.7% |
| 7D | +15.6% | +4.1% | +11.5% | +14.0% |
| 30D | +8.0% | +9.4% | -1.4% | +5.0% |
| 3M | -11.8% | -6.5% | -5.3% | -10.5% |
| 6M | +3.8% | +59.6% | -55.8% | -8.7% |
| YTD | -19.6% | +38.9% | -58.5% | -28.8% |
| 1Y | -13.6% | +48.0% | -61.6% | -26.2% |
| All | -13.6% | +46.0% | -59.6% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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