+143.3%
DELL vs BAX
+46.0%
+97.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.0% | -12.8% | -9.0% |
| 7D | -24.6% | +4.1% | -28.7% | -24.7% |
| 30D | -32.5% | +9.4% | -41.9% | -32.8% |
| 3M | -20.2% | -6.5% | -13.7% | -19.1% |
| 6M | +76.5% | +59.6% | +16.9% | +58.1% |
| YTD | +198.9% | +38.9% | +160.1% | +181.7% |
| 1Y | +143.3% | +48.0% | +95.3% | +119.4% |
| All | +143.3% | +46.0% | +97.3% | +119.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling