-61.4%
ADBE vs BDX
-3.0%
-58.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.8% |
| 7D | -12.9% | -5.4% | -7.5% | -11.3% |
| 30D | -5.6% | -2.2% | -3.5% | -5.0% |
| 3M | +6.6% | +20.1% | -13.5% | +0.9% |
| 6M | -9.6% | +9.1% | -18.6% | -12.2% |
| YTD | -28.9% | +17.9% | -46.8% | -33.0% |
| 1Y | -28.9% | +22.1% | -51.0% | -33.8% |
| 3Y | -55.6% | -10.5% | -45.1% | -54.4% |
| All | -61.4% | -3.0% | -58.4% | -61.1% |
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