+142.2%
BP vs BAX
-35.8%
+178.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | -5.3% | +4.1% | -9.4% | -6.2% |
| 3M | +9.3% | -4.5% | +13.8% | +9.8% |
| 6M | +7.2% | +49.2% | -42.0% | -1.9% |
| YTD | +38.0% | +35.2% | +2.8% | +27.4% |
| 1Y | +33.2% | +38.3% | -5.1% | +22.2% |
| 3Y | +50.3% | -19.0% | +69.3% | +51.8% |
| 5Y | +114.1% | -64.2% | +178.3% | +170.2% |
| All | +142.2% | -35.8% | +178.0% | +190.8% |
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