+116.9%
NDAQ vs BAX
-19.7%
+136.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | +0.8% | +12.1% | -11.3% | -0.7% |
| 30D | +16.5% | +7.6% | +8.9% | +15.3% |
| 3M | +13.5% | -4.5% | +18.0% | +14.0% |
| 6M | +20.9% | +52.0% | -31.1% | +14.4% |
| YTD | +11.4% | +35.1% | -23.7% | +6.2% |
| 1Y | +25.9% | +43.7% | -17.8% | +18.9% |
| All | +116.9% | -19.7% | +136.6% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling