+13,444.1%
GOOG vs BAX
+125.2%
+13,318.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.4% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | -6.8% | -5.5% | -1.4% | -5.1% |
| 3M | -9.1% | +33.5% | -42.6% | -18.3% |
| 6M | +10.7% | +35.9% | -25.1% | -1.6% |
| YTD | +7.1% | +35.4% | -28.3% | -6.0% |
| 1Y | +44.6% | +9.8% | +34.9% | +35.2% |
| 3Y | +147.4% | -32.7% | +180.2% | +164.1% |
| 5Y | +133.8% | -65.6% | +199.4% | +227.5% |
| 10Y | +777.5% | -34.9% | +812.4% | +792.6% |
| All | +13,444.1% | +125.2% | +13,318.9% | +10,248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling