+3,094.0%
SPY vs BAX
+590.1%
+2,504.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +0.1% | -1.1% | +1.3% | +0.4% |
| 30D | +0.1% | -5.5% | +5.5% | +1.6% |
| 3M | +2.0% | +33.5% | -31.5% | -6.8% |
| 6M | +13.0% | +35.9% | -22.8% | +2.2% |
| YTD | +13.5% | +35.4% | -21.8% | +1.8% |
| 1Y | +20.0% | +9.8% | +10.2% | +13.5% |
| 3Y | +77.2% | -32.7% | +109.9% | +87.4% |
| 5Y | +81.9% | -65.6% | +147.4% | +132.4% |
| 10Y | +314.1% | -34.9% | +349.0% | +331.4% |
| All | +3,094.0% | +590.1% | +2,504.0% | +1,741.3% |
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