+10,816.5%
ADP vs BDX
+5,351.6%
+5,464.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.6% |
| 7D | -3.4% | -2.5% | -0.9% | -2.6% |
| 30D | +2.8% | +8.3% | -5.5% | +0.2% |
| 3M | +20.9% | +24.4% | -3.5% | +12.9% |
| 6M | +29.9% | +9.2% | +20.7% | +25.9% |
| YTD | +9.6% | +22.7% | -13.1% | +2.1% |
| 1Y | -5.3% | +25.9% | -31.1% | -12.6% |
| 3Y | +16.5% | -10.5% | +26.9% | +17.7% |
| 5Y | +49.4% | +1.9% | +47.5% | +43.9% |
| 10Y | +282.2% | +58.7% | +223.5% | +217.0% |
| All | +10,816.5% | +5,351.6% | +5,464.9% | +2,939.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling