-10.8%
BA vs BDX
+22.8%
-33.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -1.7% | +8.4% | -10.1% | -3.5% |
| 30D | -9.5% | +17.1% | -26.6% | -12.7% |
| 3M | -26.5% | +22.4% | -48.9% | -29.8% |
| 6M | -27.4% | +45.9% | -73.3% | -33.6% |
| YTD | -20.6% | +43.8% | -64.4% | -27.6% |
| 1Y | -11.4% | +57.8% | -69.2% | -21.3% |
| 3Y | -10.8% | +25.4% | -36.2% | -15.0% |
| All | -10.8% | +22.8% | -33.6% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling