+75.9%
BAC vs BDX
-1.6%
+77.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.2% |
| 7D | +0.6% | -3.6% | +4.2% | +1.7% |
| 30D | -1.4% | +0.7% | -2.0% | -1.6% |
| 3M | +15.7% | +19.0% | -3.2% | +9.5% |
| 6M | +32.2% | +10.8% | +21.4% | +27.7% |
| YTD | +15.8% | +20.1% | -4.4% | +8.6% |
| 1Y | +27.3% | +23.1% | +4.2% | +18.2% |
| 3Y | +137.5% | -8.8% | +146.3% | +143.2% |
| All | +75.9% | -1.6% | +77.5% | +71.2% |
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