+3,820.6%
ALL vs BDX
+4,883.9%
-1,063.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.5% |
| 7D | 0.0% | +1.0% | -1.0% | -0.3% |
| 30D | +12.8% | +15.1% | -2.3% | +7.8% |
| 3M | +4.7% | +18.2% | -13.5% | -0.9% |
| 6M | +24.9% | +48.1% | -23.2% | +9.9% |
| YTD | +30.0% | +44.1% | -14.1% | +14.7% |
| 1Y | +29.9% | +46.4% | -16.4% | +14.0% |
| 3Y | +117.5% | +24.4% | +93.2% | +97.5% |
| 5Y | +161.7% | +26.1% | +135.6% | +134.5% |
| 10Y | +377.1% | +93.3% | +283.8% | +266.0% |
| All | +3,820.6% | +4,883.9% | -1,063.3% | +1,437.6% |
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