+3,716.0%
ALL vs BDX
+4,143.4%
-427.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | 0.0% | -2.5% | +2.5% | +0.8% |
| 30D | -1.5% | +8.3% | -9.7% | -4.0% |
| 3M | +23.6% | +24.4% | -0.8% | +15.1% |
| 6M | +22.3% | +9.2% | +13.2% | +18.4% |
| YTD | +26.5% | +22.7% | +3.8% | +17.7% |
| 1Y | +27.0% | +25.9% | +1.1% | +17.0% |
| 3Y | +149.6% | -10.5% | +160.1% | +151.8% |
| 5Y | +118.1% | +1.9% | +116.2% | +109.3% |
| 10Y | +369.0% | +58.7% | +310.3% | +282.9% |
| All | +3,716.0% | +4,143.4% | -427.4% | +1,476.8% |
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