+319.9%
ADP vs BDX
+95.1%
+224.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | +2.2% | +2.9% | -0.7% | +1.0% |
| 30D | +10.6% | +15.4% | -4.9% | +4.5% |
| 3M | +12.9% | +20.5% | -7.6% | +4.8% |
| 6M | +50.6% | +53.2% | -2.5% | +27.3% |
| YTD | +23.2% | +45.7% | -22.5% | +5.2% |
| 1Y | +25.3% | +47.3% | -22.0% | +6.5% |
| 3Y | +47.1% | +25.1% | +22.1% | +30.8% |
| 5Y | +50.1% | +27.4% | +22.6% | +30.3% |
| All | +319.9% | +95.1% | +224.8% | +217.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling