+268.9%
AMAT vs BDX
-1.5%
+270.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.0% | +4.5% |
| 7D | +7.0% | -4.3% | +11.3% | +7.8% |
| 30D | -12.2% | +1.3% | -13.5% | -12.6% |
| 3M | -3.8% | +20.2% | -24.1% | -8.5% |
| 6M | +45.9% | +8.6% | +37.3% | +43.0% |
| YTD | +84.6% | +19.0% | +65.7% | +75.6% |
| 1Y | +193.4% | +21.2% | +172.2% | +176.9% |
| 3Y | +228.1% | -9.7% | +237.8% | +234.6% |
| 5Y | +268.9% | -3.4% | +272.3% | +264.7% |
| All | +268.9% | -1.5% | +270.4% | +264.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling