-55.3%
ADBE vs BDX
-10.0%
-45.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | -5.4% | -3.2% | -2.2% | -4.6% |
| 30D | -2.5% | -2.5% | 0.0% | -1.9% |
| 3M | +15.3% | +21.4% | -6.1% | +10.8% |
| 6M | -7.8% | +10.4% | -18.3% | -10.1% |
| YTD | -27.9% | +18.8% | -46.8% | -30.9% |
| 1Y | -28.0% | +21.7% | -49.7% | -31.4% |
| 3Y | -55.3% | -10.0% | -45.4% | -55.7% |
| All | -55.3% | -10.0% | -45.4% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling