+55.4%
BDX vs A
+247.2%
-191.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.4% |
| 7D | -5.4% | -4.6% | -0.8% | -3.7% |
| 30D | -2.2% | -4.3% | +2.1% | -0.6% |
| 3M | +20.1% | +8.9% | +11.1% | +15.9% |
| 6M | +9.1% | +24.5% | -15.5% | -0.9% |
| YTD | +17.9% | +5.8% | +12.1% | +14.0% |
| 1Y | +22.1% | +16.2% | +5.8% | +13.4% |
| 3Y | -10.5% | +28.5% | -39.0% | -22.7% |
| 5Y | -2.6% | -16.3% | +13.7% | -1.0% |
| All | +55.4% | +247.2% | -191.8% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling