+1,335.7%
BP vs BAX
+900.4%
+435.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +3.9% | -1.1% | +5.1% | +4.2% |
| 30D | +7.6% | -5.5% | +13.1% | +8.9% |
| 3M | +0.7% | +33.5% | -32.8% | -6.4% |
| 6M | +15.5% | +35.9% | -20.4% | +6.2% |
| YTD | +30.8% | +35.4% | -4.5% | +19.6% |
| 1Y | +34.3% | +9.8% | +24.6% | +28.2% |
| 3Y | +35.1% | -32.7% | +67.8% | +41.2% |
| 5Y | +126.8% | -65.6% | +192.4% | +174.7% |
| 10Y | +123.4% | -34.9% | +158.3% | +128.5% |
| All | +1,335.7% | +900.4% | +435.3% | +836.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling