+1,821.9%
BA vs BDX
+5,351.6%
-3,529.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.3% |
| 7D | +1.2% | -2.5% | +3.7% | +2.0% |
| 30D | -11.6% | +8.3% | -19.9% | -14.0% |
| 3M | -2.4% | +24.4% | -26.8% | -9.5% |
| 6M | -6.6% | +9.2% | -15.8% | -9.8% |
| YTD | -2.2% | +22.7% | -25.0% | -9.5% |
| 1Y | -8.0% | +25.9% | -33.9% | -15.7% |
| 3Y | -5.0% | -10.5% | +5.5% | -4.1% |
| 5Y | -2.7% | +1.9% | -4.6% | -7.0% |
| 10Y | +75.9% | +58.7% | +17.2% | +42.1% |
| All | +1,821.9% | +5,351.6% | -3,529.7% | +363.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling