-1.5%
BA vs BDX
-2.9%
+1.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | +0.1% |
| 7D | +2.5% | -4.3% | +6.8% | +3.6% |
| 30D | -10.1% | +1.3% | -11.4% | -10.5% |
| 3M | -2.4% | +20.2% | -22.7% | -7.3% |
| 6M | -8.8% | +8.6% | -17.4% | -11.1% |
| YTD | -2.9% | +19.0% | -21.9% | -8.1% |
| 1Y | -8.8% | +21.2% | -29.9% | -14.2% |
| 3Y | -0.3% | -9.7% | +9.5% | +1.3% |
| All | -1.5% | -2.9% | +1.4% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling