+2,327.9%
NDAQ vs BAX
+67.0%
+2,260.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | -2.4% | -1.1% | -1.3% | -2.1% |
| 30D | +2.5% | -5.5% | +7.9% | +4.2% |
| 3M | +9.9% | +33.5% | -23.6% | -0.6% |
| 6M | +9.4% | +35.9% | -26.4% | -2.4% |
| YTD | +0.4% | +35.4% | -34.9% | -11.4% |
| 1Y | +4.0% | +9.8% | -5.7% | -2.4% |
| 3Y | +94.4% | -32.7% | +127.1% | +107.9% |
| 5Y | +56.7% | -65.6% | +122.3% | +111.5% |
| 10Y | +375.3% | -34.9% | +410.2% | +391.6% |
| All | +2,327.9% | +67.0% | +2,260.9% | +1,847.9% |
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