+179.4%
AMAT vs BDX
+21.5%
+157.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.7% |
| 7D | +4.2% | -5.4% | +9.6% | +2.4% |
| 30D | -13.5% | -2.2% | -11.4% | -14.0% |
| 3M | -8.6% | +20.1% | -28.6% | -4.8% |
| 6M | +31.6% | +9.1% | +22.5% | +41.1% |
| YTD | +77.3% | +17.9% | +59.4% | +89.2% |
| 1Y | +179.4% | +22.1% | +157.3% | +203.5% |
| All | +179.4% | +21.5% | +157.8% | +203.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling