+45.0%
ADP vs BDX
-1.9%
+47.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -5.7% | -3.6% | -2.1% | -4.6% |
| 30D | -3.1% | +0.7% | -3.8% | -3.3% |
| 3M | +15.6% | +19.0% | -3.4% | +9.6% |
| 6M | +20.8% | +10.8% | +10.0% | +16.8% |
| YTD | +4.7% | +20.1% | -15.4% | -1.8% |
| 1Y | -8.3% | +23.1% | -31.4% | -14.7% |
| 3Y | +13.6% | -8.8% | +22.4% | +16.1% |
| 5Y | +45.0% | -1.4% | +46.5% | +43.8% |
| All | +45.0% | -1.9% | +47.0% | +43.8% |
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