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  • FLEX vs BP✓SelectedUSD · BPFLEX vs BP performance historyLatest closeAs of+1.50%09/04
Stock and ETF performance explorer

FLEX vs BP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,917.6%
BP return
+1,044.3%
Excess return
+6,873.3%
Maximum drawdown
-96.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBPExcessAlpha
1D+1.5%+0.5%+1.0%+1.2%
7D-0.9%+3.9%-4.8%-2.9%
30D-10.1%+7.6%-17.8%-13.6%
3M-31.3%+0.7%-32.0%-32.5%
6M+71.3%+15.5%+55.8%+53.9%
YTD+81.2%+30.8%+50.4%+52.3%
1Y+98.5%+34.3%+64.2%+63.9%
3Y+428.2%+35.1%+393.2%+327.1%
5Y+657.3%+126.8%+530.4%+350.4%
10Y+995.9%+123.4%+872.6%+523.1%
All+7,917.6%+1,044.3%+6,873.3%+1,968.3%

Cumulative growth

Daily Returns

Daily percentage return beside BP.

Daily Out/Under-Performance

Portfolio return minus BP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BP 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 BP 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