+606.1%
COST vs BAX
-38.1%
+644.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.5% |
| 7D | -1.2% | -7.9% | +6.7% | +0.3% |
| 30D | -4.7% | -11.7% | +6.9% | -2.6% |
| 3M | -7.1% | +16.2% | -23.3% | -10.0% |
| 6M | -8.5% | +32.0% | -40.5% | -13.8% |
| YTD | +5.4% | +24.7% | -19.3% | -0.5% |
| 1Y | -5.6% | -2.6% | -3.0% | -6.6% |
| 3Y | +68.5% | -35.0% | +103.5% | +77.6% |
| 5Y | +105.2% | -67.6% | +172.8% | +166.8% |
| All | +606.1% | -38.1% | +644.2% | +708.5% |
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 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