+875.2%
BAX vs BDX
+6,371.9%
-5,496.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +0.1% | +2.9% | -2.8% | -1.2% |
| 30D | +4.1% | +15.4% | -11.4% | -2.5% |
| 3M | -4.5% | +20.5% | -25.1% | -12.4% |
| 6M | +49.2% | +53.2% | -3.9% | +23.3% |
| YTD | +35.2% | +45.7% | -10.4% | +14.5% |
| 1Y | +38.3% | +47.3% | -9.0% | +16.6% |
| 3Y | -19.0% | +25.1% | -44.1% | -27.5% |
| 5Y | -64.2% | +27.4% | -91.6% | -68.2% |
| 10Y | -35.7% | +95.4% | -131.1% | -52.6% |
| All | +875.2% | +6,371.9% | -5,496.7% | +64.9% |
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