+803.7%
B vs BDX
+5,351.6%
-4,547.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | -1.6% | -2.5% | +0.9% | -1.3% |
| 30D | +9.4% | +8.3% | +1.2% | +8.4% |
| 3M | +5.0% | +24.4% | -19.4% | +2.2% |
| 6M | -3.5% | +9.2% | -12.7% | -4.7% |
| YTD | +4.5% | +22.7% | -18.3% | +1.7% |
| 1Y | +67.8% | +25.9% | +41.9% | +62.8% |
| 3Y | +196.7% | -10.5% | +207.2% | +198.1% |
| 5Y | +151.9% | +1.9% | +150.0% | +149.0% |
| 10Y | +202.2% | +58.7% | +143.5% | +183.7% |
| All | +803.7% | +5,351.6% | -4,547.9% | +887.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling