-8.0%
BA vs BDX
+27.3%
-35.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.1% |
| 7D | +1.2% | -2.5% | +3.7% | +1.6% |
| 30D | -11.6% | +8.3% | -19.9% | -12.9% |
| 3M | -2.4% | +24.4% | -26.8% | -6.0% |
| 6M | -6.6% | +9.2% | -15.8% | -9.0% |
| YTD | -2.2% | +22.7% | -25.0% | -7.0% |
| 1Y | -8.0% | +25.9% | -33.9% | -12.4% |
| All | -8.0% | +27.3% | -35.3% | -12.4% |
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