+153.3%
AMAT vs BDX
+25.0%
+128.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.7% |
| 7D | +11.4% | +2.9% | +8.5% | +11.3% |
| 30D | -17.0% | +15.4% | -32.5% | -17.3% |
| 3M | -30.6% | +20.5% | -51.1% | -31.0% |
| 6M | -14.9% | +53.2% | -68.1% | -18.3% |
| YTD | +44.7% | +45.7% | -1.0% | +40.6% |
| 1Y | +66.9% | +47.3% | +19.6% | +61.7% |
| 3Y | +153.3% | +25.1% | +128.2% | +142.3% |
| All | +153.3% | +25.0% | +128.3% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling