+158.8%
B vs BDX
-1.9%
+160.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | +1.0% | -3.6% | +4.6% | +2.0% |
| 30D | +9.5% | +0.7% | +8.8% | +9.4% |
| 3M | +14.3% | +19.0% | -4.6% | +9.0% |
| 6M | -1.9% | +10.8% | -12.7% | -4.6% |
| YTD | +4.1% | +20.1% | -16.1% | -1.4% |
| 1Y | +56.1% | +23.1% | +33.0% | +46.7% |
| 3Y | +202.0% | -8.8% | +210.8% | +213.2% |
| 5Y | +158.8% | -1.4% | +160.2% | +135.7% |
| All | +158.8% | -1.9% | +160.7% | +135.7% |
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