-13.6%
BKNG vs EIX
+18.9%
-32.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.1% | +6.7% | +9.8% |
| 7D | +15.6% | +4.5% | +11.1% | +15.5% |
| 30D | +8.0% | +15.2% | -7.2% | +8.1% |
| 3M | -11.8% | -11.6% | -0.2% | -11.4% |
| 6M | +3.8% | -8.4% | +12.1% | +6.1% |
| YTD | -19.6% | +8.2% | -27.8% | -19.2% |
| 1Y | -13.6% | +16.6% | -30.2% | -15.2% |
| All | -13.6% | +18.9% | -32.5% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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