+1,106.2%
DELL vs BAX
-67.6%
+1,173.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.6% |
| 7D | +8.7% | -5.1% | +13.8% | +9.7% |
| 30D | +16.9% | -12.2% | +29.1% | +19.6% |
| 3M | +40.4% | +21.8% | +18.6% | +34.3% |
| 6M | +267.1% | +36.3% | +230.8% | +240.7% |
| YTD | +329.1% | +27.8% | +301.3% | +304.0% |
| 1Y | +346.9% | -0.1% | +347.0% | +339.5% |
| 3Y | +696.6% | -33.3% | +729.9% | +730.3% |
| 5Y | +1,106.2% | -67.1% | +1,173.3% | +1,382.6% |
| All | +1,106.2% | -67.6% | +1,173.7% | +1,382.6% |
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