+53.8%
NDAQ vs BAX
-67.0%
+120.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.3% |
| 7D | -2.6% | -2.4% | -0.1% | -2.2% |
| 30D | +0.5% | -9.7% | +10.2% | +2.0% |
| 3M | +9.9% | +29.3% | -19.3% | +5.5% |
| 6M | +8.2% | +40.7% | -32.5% | +2.2% |
| YTD | -1.5% | +30.3% | -31.8% | -6.3% |
| 1Y | +1.3% | +3.4% | -2.1% | -0.3% |
| 3Y | +92.6% | -32.0% | +124.6% | +100.4% |
| 5Y | +53.8% | -66.9% | +120.7% | +87.7% |
| All | +53.8% | -67.0% | +120.9% | +87.7% |
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