+134.0%
BP vs BAX
-37.2%
+171.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.0% |
| 7D | +5.7% | -5.4% | +11.2% | +6.8% |
| 30D | +8.1% | -12.4% | +20.5% | +10.6% |
| 3M | +8.6% | +19.1% | -10.5% | +4.3% |
| 6M | +18.1% | +38.6% | -20.5% | +9.2% |
| YTD | +37.6% | +26.7% | +10.9% | +28.8% |
| 1Y | +39.4% | +1.0% | +38.4% | +36.8% |
| 3Y | +40.1% | -33.9% | +73.9% | +48.5% |
| 5Y | +141.3% | -67.0% | +208.4% | +210.8% |
| All | +134.0% | -37.2% | +171.2% | +161.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling