+5.4%
B vs BDX
+48.3%
-42.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.9% |
| 7D | -7.3% | +2.9% | -10.2% | -7.8% |
| 30D | -3.3% | +15.4% | -18.8% | -5.7% |
| 3M | -7.8% | +20.5% | -28.3% | -10.5% |
| 6M | -15.5% | +53.2% | -68.7% | -20.0% |
| YTD | -12.3% | +45.7% | -57.9% | -15.3% |
| 1Y | +5.4% | +47.3% | -41.9% | +1.9% |
| All | +5.4% | +48.3% | -42.9% | +1.9% |
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