-67.1%
BAX vs BDX
-1.9%
-65.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.5% |
| 7D | -5.1% | -3.6% | -1.5% | -2.8% |
| 30D | -12.2% | +0.7% | -12.9% | -12.6% |
| 3M | +21.8% | +19.0% | +2.9% | +8.5% |
| 6M | +36.3% | +10.8% | +25.5% | +27.1% |
| YTD | +27.8% | +20.1% | +7.7% | +13.6% |
| 1Y | -0.1% | +23.1% | -23.1% | -12.4% |
| 3Y | -33.3% | -8.8% | -24.5% | -31.2% |
| 5Y | -67.1% | -1.4% | -65.7% | -67.8% |
| All | -67.1% | -1.9% | -65.1% | -67.8% |
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 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