+790.5%
BKNG vs EIX
+527.7%
+262.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -3.2% |
| 7D | -13.1% | +4.1% | -17.2% | -13.8% |
| 30D | -18.5% | -15.3% | -3.2% | -16.7% |
| 3M | +5.8% | -18.4% | +24.2% | +8.8% |
| 6M | -2.1% | -16.8% | +14.7% | +0.2% |
| YTD | -18.6% | -0.6% | -18.1% | -19.9% |
| 1Y | -21.7% | +10.7% | -32.3% | -24.5% |
| 3Y | +40.9% | -4.5% | +45.4% | +37.5% |
| 5Y | +91.0% | +24.0% | +66.9% | +76.4% |
| 10Y | +213.2% | +22.9% | +190.3% | +184.0% |
| All | +790.5% | +527.7% | +262.8% | +875.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling