+875.9%
BAX vs BDX
+5,351.6%
-4,475.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.7% |
| 7D | -1.1% | -2.5% | +1.4% | 0.0% |
| 30D | -5.5% | +8.3% | -13.7% | -8.9% |
| 3M | +33.5% | +24.4% | +9.1% | +21.3% |
| 6M | +35.9% | +9.2% | +26.7% | +30.9% |
| YTD | +35.4% | +22.7% | +12.6% | +24.0% |
| 1Y | +9.8% | +25.9% | -16.1% | -0.5% |
| 3Y | -32.7% | -10.5% | -22.3% | -30.2% |
| 5Y | -65.6% | +1.9% | -67.5% | -66.2% |
| 10Y | -34.9% | +58.7% | -93.6% | -47.3% |
| All | +875.9% | +5,351.6% | -4,475.7% | +78.5% |
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