+1,383.2%
BP vs BAX
+920.2%
+463.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | -3.1% | +6.3% | -9.4% | -4.8% |
| 3M | +6.2% | -4.6% | +10.7% | +6.7% |
| 6M | +4.8% | +50.4% | -45.6% | -5.7% |
| YTD | +35.2% | +38.0% | -2.9% | +22.4% |
| 1Y | +27.4% | +44.6% | -17.2% | +14.0% |
| 3Y | +49.8% | -15.1% | +64.9% | +47.8% |
| 5Y | +109.4% | -63.3% | +172.7% | +148.8% |
| 10Y | +135.7% | -34.4% | +170.1% | +139.8% |
| All | +1,383.2% | +920.2% | +463.0% | +858.5% |
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