+3,552.3%
ASX vs BDX
+1,283.8%
+2,268.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -0.7% | -2.5% | +1.8% | +0.2% |
| 30D | +2.0% | +8.3% | -6.3% | -0.9% |
| 3M | -1.3% | +24.4% | -25.7% | -9.6% |
| 6M | +71.4% | +9.2% | +62.3% | +64.2% |
| YTD | +135.3% | +22.7% | +112.6% | +115.6% |
| 1Y | +267.5% | +25.9% | +241.6% | +232.1% |
| 3Y | +388.5% | -10.5% | +399.0% | +391.2% |
| 5Y | +417.1% | +1.9% | +415.2% | +386.9% |
| 10Y | +872.7% | +58.7% | +814.1% | +643.1% |
| All | +3,552.3% | +1,283.8% | +2,268.5% | +1,670.9% |
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