-33.4%
BAX vs BDX
-9.0%
-24.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.5% |
| 7D | -5.1% | -3.6% | -1.5% | -2.9% |
| 30D | -12.2% | +0.7% | -12.9% | -12.6% |
| 3M | +21.8% | +19.0% | +2.9% | +8.8% |
| 6M | +36.3% | +10.8% | +25.5% | +27.0% |
| YTD | +27.8% | +20.1% | +7.7% | +14.2% |
| 1Y | -0.1% | +23.1% | -23.1% | -11.9% |
| All | -33.4% | -9.0% | -24.4% | -31.0% |
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