+127.0%
BP vs BAX
-34.5%
+161.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -6.3% | +3.6% | -10.0% | -6.9% |
| 30D | -3.6% | +8.5% | -12.1% | -5.2% |
| 3M | +5.2% | -4.9% | +10.1% | +5.8% |
| 6M | +5.3% | +47.0% | -41.7% | -3.3% |
| YTD | +33.1% | +38.4% | -5.3% | +22.4% |
| 1Y | +26.3% | +49.1% | -22.8% | +14.0% |
| 3Y | +47.5% | -14.9% | +62.4% | +47.3% |
| 5Y | +106.2% | -63.1% | +169.3% | +158.7% |
| 10Y | +127.0% | -35.6% | +162.6% | +165.5% |
| All | +127.0% | -34.5% | +161.4% | +165.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling