+312.3%
DELL vs BAX
-0.8%
+313.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.5% | -5.2% |
| 7D | -1.9% | -5.4% | +3.5% | -1.2% |
| 30D | +14.9% | -12.4% | +27.3% | +16.7% |
| 3M | +37.2% | +19.1% | +18.1% | +33.4% |
| 6M | +254.0% | +38.6% | +215.4% | +227.0% |
| YTD | +306.1% | +26.7% | +279.4% | +290.1% |
| 1Y | +312.3% | +1.0% | +311.2% | +305.0% |
| All | +312.3% | -0.8% | +313.1% | +305.0% |
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