+3,834.6%
ALL vs BDX
+4,937.5%
-1,102.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +5.0% | +2.9% | +2.1% | +4.1% |
| 30D | +13.3% | +15.4% | -2.1% | +8.2% |
| 3M | +3.2% | +20.5% | -17.3% | -2.9% |
| 6M | +25.3% | +53.2% | -27.8% | +9.1% |
| YTD | +30.5% | +45.7% | -15.2% | +14.7% |
| 1Y | +29.2% | +47.3% | -18.1% | +13.2% |
| 3Y | +119.1% | +25.1% | +94.1% | +98.6% |
| 5Y | +162.6% | +27.4% | +135.2% | +134.6% |
| 10Y | +378.8% | +95.4% | +283.4% | +266.0% |
| All | +3,834.6% | +4,937.5% | -1,102.9% | +1,437.8% |
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