+1,665.8%
AMAT vs BDX
+53.5%
+1,612.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.0% | +5.2% |
| 7D | +7.0% | -4.3% | +11.3% | +8.8% |
| 30D | -12.2% | +1.3% | -13.5% | -12.9% |
| 3M | -3.8% | +20.2% | -24.1% | -12.4% |
| 6M | +45.9% | +8.6% | +37.3% | +38.4% |
| YTD | +84.6% | +19.0% | +65.7% | +67.3% |
| 1Y | +193.4% | +21.2% | +172.2% | +162.7% |
| 3Y | +228.1% | -9.7% | +237.8% | +230.5% |
| 5Y | +268.9% | -3.4% | +272.3% | +250.2% |
| 10Y | +1,665.8% | +53.9% | +1,611.9% | +1,165.9% |
| All | +1,665.8% | +53.5% | +1,612.2% | +1,165.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling