+135.0%
GOOG vs BAX
-67.5%
+202.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -2.5% | -5.4% | +2.9% | -1.7% |
| 30D | -3.6% | -12.4% | +8.8% | -1.7% |
| 3M | -6.4% | +19.1% | -25.5% | -9.1% |
| 6M | +7.8% | +38.6% | -30.8% | +2.1% |
| YTD | +5.5% | +26.7% | -21.2% | +0.6% |
| 1Y | +38.3% | +1.0% | +37.2% | +36.2% |
| 3Y | +143.1% | -33.9% | +177.0% | +152.4% |
| 5Y | +135.0% | -67.0% | +202.0% | +194.8% |
| All | +135.0% | -67.5% | +202.5% | +194.8% |
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