+105.5%
B vs BDX
+27.1%
+78.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.0% |
| 7D | -7.3% | +2.9% | -10.2% | -8.0% |
| 30D | -3.3% | +15.4% | -18.8% | -7.0% |
| 3M | -7.8% | +20.5% | -28.3% | -12.3% |
| 6M | -15.5% | +53.2% | -68.7% | -25.0% |
| YTD | -12.3% | +45.7% | -57.9% | -21.2% |
| 1Y | +5.4% | +47.3% | -41.9% | -5.7% |
| 3Y | +165.5% | +25.1% | +140.5% | +149.5% |
| All | +105.5% | +27.1% | +78.5% | +87.5% |
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