+11,743.1%
COST vs BAX
+900.4%
+10,842.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.3% |
| 7D | -3.1% | -1.1% | -2.0% | -2.9% |
| 30D | -2.8% | -5.5% | +2.7% | -1.5% |
| 3M | -5.7% | +33.5% | -39.2% | -12.4% |
| 6M | -8.8% | +35.9% | -44.6% | -16.1% |
| YTD | +6.7% | +35.4% | -28.7% | -2.7% |
| 1Y | -3.6% | +9.8% | -13.4% | -8.1% |
| 3Y | +75.1% | -32.7% | +107.8% | +82.5% |
| 5Y | +108.9% | -65.6% | +174.5% | +156.4% |
| 10Y | +586.2% | -34.9% | +621.1% | +597.7% |
| All | +11,743.1% | +900.4% | +10,842.6% | +4,497.2% |
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