+50.5%
B vs BDX
+21.5%
+29.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -2.3% |
| 7D | -5.0% | -5.4% | +0.4% | -4.3% |
| 30D | +8.7% | -2.2% | +10.9% | +9.1% |
| 3M | +17.3% | +20.1% | -2.8% | +15.5% |
| 6M | -5.0% | +9.1% | -14.1% | -3.9% |
| YTD | +1.4% | +17.9% | -16.4% | +1.4% |
| 1Y | +50.5% | +22.1% | +28.4% | +51.9% |
| All | +50.5% | +21.5% | +29.0% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling