-20.2%
BKNG vs BAX
+1.2%
-21.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -10.7% | -5.4% | -5.2% | -9.5% |
| 30D | -18.1% | -12.4% | -5.7% | -15.7% |
| 3M | +8.5% | +19.1% | -10.6% | +4.2% |
| 6M | -0.1% | +38.6% | -38.7% | -6.6% |
| YTD | -18.2% | +26.7% | -44.9% | -22.4% |
| All | -20.2% | +1.2% | -21.4% | -27.6% |
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