+217.6%
BAC vs BDX
+95.1%
+122.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +3.2% | +2.9% | +0.3% | +2.2% |
| 30D | -0.7% | +15.4% | -16.1% | -5.9% |
| 3M | -20.0% | +20.5% | -40.5% | -25.5% |
| 6M | +3.4% | +53.2% | -49.8% | -12.3% |
| YTD | -5.7% | +45.7% | -51.4% | -19.1% |
| 1Y | -1.4% | +47.3% | -48.7% | -15.8% |
| 3Y | +97.9% | +25.1% | +72.9% | +76.9% |
| 5Y | +22.9% | +27.4% | -4.5% | +7.4% |
| All | +217.6% | +95.1% | +122.5% | +158.6% |
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