+33.7%
BP vs BAX
-31.1%
+64.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +3.9% | -1.1% | +5.1% | +4.0% |
| 30D | +7.6% | -5.5% | +13.1% | +8.1% |
| 3M | +0.7% | +33.5% | -32.8% | -2.3% |
| 6M | +15.5% | +35.9% | -20.4% | +11.7% |
| YTD | +30.8% | +35.4% | -4.5% | +26.2% |
| 1Y | +34.3% | +9.8% | +24.6% | +33.3% |
| All | +33.7% | -31.1% | +64.9% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling