+95.9%
BAC vs BDX
+23.6%
+72.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.5% | +1.0% | +0.5% | +1.3% |
| 30D | -6.4% | +15.1% | -21.5% | -9.2% |
| 3M | -21.7% | +18.2% | -39.9% | -24.5% |
| 6M | +0.5% | +48.1% | -47.6% | -8.2% |
| YTD | -6.7% | +44.1% | -50.8% | -14.5% |
| 1Y | -4.7% | +46.4% | -51.1% | -13.0% |
| All | +95.9% | +23.6% | +72.3% | +91.1% |
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