+49.2%
BP vs BAX
-17.7%
+67.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | 0.0% |
| 7D | -6.9% | +9.0% | -15.9% | -7.4% |
| 30D | -3.6% | +8.5% | -12.0% | -4.2% |
| 3M | +8.4% | -4.1% | +12.5% | +8.8% |
| 6M | +5.3% | +46.9% | -41.6% | +0.9% |
| YTD | +33.2% | +38.4% | -5.2% | +27.8% |
| 1Y | +28.2% | +47.0% | -18.8% | +21.8% |
| 3Y | +49.2% | -14.9% | +64.2% | +54.1% |
| All | +49.2% | -17.7% | +67.0% | +54.1% |
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