+48.5%
AMZN vs BDX
-2.2%
+50.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | -0.7% | -3.2% | +2.5% | +0.1% |
| 30D | -3.9% | -2.5% | -1.4% | -3.4% |
| 3M | +6.3% | +21.4% | -15.1% | +1.4% |
| 6M | +20.8% | +10.4% | +10.3% | +17.7% |
| YTD | +11.2% | +18.8% | -7.6% | +6.2% |
| 1Y | +11.7% | +21.7% | -10.0% | +5.8% |
| 3Y | +79.4% | -10.0% | +89.4% | +83.9% |
| All | +48.5% | -2.2% | +50.8% | +51.2% |
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 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