+193.3%
B vs BDX
-9.9%
+203.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.9% |
| 7D | +2.3% | -4.3% | +6.6% | +3.2% |
| 30D | +1.4% | +1.3% | +0.1% | +1.2% |
| 3M | +12.2% | +20.2% | -8.1% | +8.4% |
| 6M | -2.1% | +8.6% | -10.7% | -3.3% |
| YTD | +2.9% | +19.0% | -16.0% | -0.4% |
| 1Y | +55.3% | +21.2% | +34.1% | +49.5% |
| All | +193.3% | -9.9% | +203.2% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling