+71.1%
BA vs BDX
+58.0%
+13.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.1% |
| 7D | -2.7% | -5.4% | +2.7% | -0.9% |
| 30D | -12.2% | -2.2% | -10.0% | -11.6% |
| 3M | -2.0% | +20.1% | -22.1% | -8.4% |
| 6M | -6.0% | +9.1% | -15.0% | -9.2% |
| YTD | -5.7% | +17.9% | -23.6% | -11.9% |
| 1Y | -10.0% | +22.1% | -32.1% | -17.1% |
| 3Y | -3.1% | -10.5% | +7.5% | -1.5% |
| 5Y | -2.6% | -2.6% | 0.0% | -5.5% |
| All | +71.1% | +58.0% | +13.0% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling