+116.1%
ALL vs BDX
-1.9%
+118.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.2% |
| 7D | -2.2% | -3.6% | +1.3% | -1.2% |
| 30D | -5.6% | +0.7% | -6.3% | -5.8% |
| 3M | +17.2% | +19.0% | -1.7% | +11.6% |
| 6M | +23.2% | +10.8% | +12.5% | +19.4% |
| YTD | +23.6% | +20.1% | +3.5% | +16.7% |
| 1Y | +29.2% | +23.1% | +6.1% | +21.0% |
| 3Y | +153.8% | -8.8% | +162.7% | +159.9% |
| 5Y | +116.1% | -1.4% | +117.5% | +114.2% |
| All | +116.1% | -1.9% | +118.0% | +114.2% |
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