+147.1%
AMAT vs BDX
+25.7%
+121.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.6% | +9.8% | +11.1% |
| 7D | -1.1% | +8.4% | -9.4% | -2.3% |
| 30D | -26.9% | +17.1% | -44.1% | -28.9% |
| 3M | -31.2% | +22.4% | -53.6% | -33.7% |
| 6M | -14.7% | +45.9% | -60.6% | -21.8% |
| YTD | +44.7% | +43.8% | +0.9% | +32.9% |
| 1Y | +62.0% | +57.8% | +4.1% | +44.1% |
| 3Y | +165.0% | +25.4% | +139.6% | +147.4% |
| 5Y | +147.1% | +26.0% | +121.1% | +131.3% |
| All | +147.1% | +25.7% | +121.4% | +131.3% |
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 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