-64.2%
BAX vs BDX
+27.1%
-91.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.4% |
| 7D | +0.1% | +2.9% | -2.8% | -1.8% |
| 30D | +4.1% | +15.4% | -11.4% | -5.3% |
| 3M | -4.5% | +20.5% | -25.1% | -15.8% |
| 6M | +49.2% | +53.2% | -3.9% | +12.7% |
| YTD | +35.2% | +45.7% | -10.4% | +5.8% |
| 1Y | +38.3% | +47.3% | -9.0% | +7.4% |
| 3Y | -19.0% | +25.1% | -44.1% | -32.5% |
| All | -64.2% | +27.1% | -91.3% | -70.1% |
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 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