+127.8%
AAPL vs BDX
-2.2%
+130.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +3.8% | -3.2% | +7.0% | +4.8% |
| 30D | +9.9% | -2.5% | +12.5% | +10.7% |
| 3M | +12.5% | +21.4% | -8.9% | +5.8% |
| 6M | +27.6% | +10.4% | +17.2% | +23.4% |
| YTD | +22.6% | +18.8% | +3.7% | +15.5% |
| 1Y | +45.0% | +21.7% | +23.3% | +35.3% |
| 3Y | +87.8% | -10.0% | +97.7% | +90.6% |
| All | +127.8% | -2.2% | +130.0% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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