-10.6%
BA vs BDX
+53.1%
-63.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -1.4% | +2.5% | -3.9% | -1.8% |
| 30D | -7.9% | +13.6% | -21.5% | -9.6% |
| 3M | -25.2% | +18.9% | -44.1% | -27.0% |
| 6M | -26.7% | +51.8% | -78.5% | -30.5% |
| YTD | -19.6% | +43.3% | -63.0% | -23.1% |
| 1Y | -10.6% | +48.0% | -58.6% | -13.9% |
| All | -10.6% | +53.1% | -63.7% | -13.9% |
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 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