+132.0%
BP vs BAX
-36.6%
+168.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.1% |
| 7D | +4.0% | -5.1% | +9.1% | +4.9% |
| 30D | +7.8% | -12.2% | +20.0% | +10.4% |
| 3M | +8.4% | +21.8% | -13.4% | +3.6% |
| 6M | +15.1% | +36.3% | -21.2% | +6.8% |
| YTD | +36.4% | +27.8% | +8.6% | +27.5% |
| 1Y | +40.9% | -0.1% | +41.0% | +38.7% |
| 3Y | +38.8% | -33.3% | +72.2% | +46.9% |
| 5Y | +141.1% | -67.1% | +208.2% | +211.1% |
| All | +132.0% | -36.6% | +168.6% | +158.7% |
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