-27.2%
NOW vs BAX
-64.3%
+37.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.2% | -1.6% |
| 7D | -1.7% | +0.4% | -2.0% | -1.7% |
| 30D | -27.4% | +3.4% | -30.8% | -27.5% |
| 3M | -19.4% | -4.5% | -15.0% | -18.5% |
| 6M | +13.1% | +44.0% | -30.9% | +7.3% |
| YTD | -34.3% | +34.9% | -69.2% | -37.9% |
| 1Y | -41.8% | +37.9% | -79.7% | -45.3% |
| 3Y | -20.7% | -17.1% | -3.6% | -20.0% |
| 5Y | -27.2% | -64.3% | +37.1% | -0.6% |
| All | -27.2% | -64.3% | +37.1% | -0.6% |
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 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