+104.7%
COST vs BAX
-67.5%
+172.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | -2.5% | -5.4% | +2.9% | -2.0% |
| 30D | -4.4% | -12.4% | +7.9% | -3.3% |
| 3M | -8.1% | +19.1% | -27.2% | -9.8% |
| 6M | -9.2% | +38.6% | -47.9% | -12.3% |
| YTD | +5.1% | +26.7% | -21.6% | +1.9% |
| 1Y | -5.1% | +1.0% | -6.1% | -5.9% |
| 3Y | +70.4% | -33.9% | +104.2% | +75.8% |
| 5Y | +104.7% | -67.0% | +171.7% | +151.8% |
| All | +104.7% | -67.5% | +172.2% | +151.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling