+27.4%
AMAT vs BDX
+7.3%
+20.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +3.3% |
| 7D | -1.5% | -2.5% | +1.0% | -3.2% |
| 30D | -14.8% | +8.3% | -23.0% | -9.9% |
| 3M | -9.3% | +24.4% | -33.7% | +4.6% |
| 6M | +27.4% | +9.2% | +18.2% | +72.2% |
| All | +27.4% | +7.3% | +20.1% | +72.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling