+148.3%
ALL vs BDX
-10.7%
+159.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -4.3% | -5.4% | +1.1% | -3.2% |
| 30D | -3.6% | -2.2% | -1.4% | -3.2% |
| 3M | +13.2% | +20.1% | -6.9% | +9.2% |
| 6M | +22.5% | +9.1% | +13.4% | +20.1% |
| YTD | +22.7% | +17.9% | +4.8% | +18.3% |
| 1Y | +28.3% | +22.1% | +6.2% | +22.8% |
| All | +148.3% | -10.7% | +159.0% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling