+40.5%
ALL vs BDX
+54.0%
-13.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +1.5% |
| 7D | +7.5% | +7.2% | +0.3% | +5.7% |
| 30D | +19.7% | +15.8% | +4.0% | +15.6% |
| 3M | +2.9% | +23.7% | -20.8% | -2.2% |
| 6M | +23.5% | +44.8% | -21.3% | +13.8% |
| YTD | +31.1% | +39.8% | -8.6% | +20.0% |
| 1Y | +40.5% | +52.3% | -11.9% | +24.7% |
| All | +40.5% | +54.0% | -13.5% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling