+1,376.8%
BAC vs BDX
+5,351.6%
-3,974.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.5% |
| 7D | +1.1% | -2.5% | +3.6% | +2.1% |
| 30D | -0.4% | +8.3% | -8.6% | -3.4% |
| 3M | +16.9% | +24.4% | -7.5% | +7.2% |
| 6M | +26.6% | +9.2% | +17.4% | +21.7% |
| YTD | +15.8% | +22.7% | -6.9% | +6.1% |
| 1Y | +27.2% | +25.9% | +1.3% | +15.2% |
| 3Y | +132.4% | -10.5% | +142.9% | +134.8% |
| 5Y | +72.6% | +1.9% | +70.7% | +64.3% |
| 10Y | +389.7% | +58.7% | +331.0% | +282.9% |
| All | +1,376.8% | +5,351.6% | -3,974.8% | +287.2% |
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 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