+112,225.0%
AMAT vs BDX
+6,289.4%
+105,935.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.6% | +9.8% | +10.8% |
| 7D | -1.1% | +8.4% | -9.4% | -4.0% |
| 30D | -26.9% | +17.1% | -44.1% | -31.2% |
| 3M | -31.2% | +22.4% | -53.6% | -36.5% |
| 6M | -14.7% | +45.9% | -60.6% | -27.2% |
| YTD | +44.7% | +43.8% | +0.9% | +23.6% |
| 1Y | +62.0% | +57.8% | +4.1% | +33.4% |
| 3Y | +165.0% | +25.4% | +139.6% | +133.0% |
| 5Y | +147.1% | +26.0% | +121.1% | +114.5% |
| 10Y | +1,315.3% | +88.0% | +1,227.3% | +956.1% |
| All | +112,225.0% | +6,289.4% | +105,935.6% | +20,445.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling