-2.6%
BAX vs BDX
+22.7%
-25.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.3% |
| 7D | -7.9% | -3.2% | -4.7% | -5.3% |
| 30D | -11.7% | -2.5% | -9.1% | -9.8% |
| 3M | +16.2% | +21.4% | -5.2% | -2.9% |
| 6M | +32.0% | +10.4% | +21.6% | +19.6% |
| YTD | +24.7% | +18.8% | +5.9% | +7.2% |
| 1Y | -2.6% | +21.7% | -24.3% | -17.8% |
| All | -2.6% | +22.7% | -25.4% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling