+22.1%
BDX vs A
+14.6%
+7.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | -5.4% | -4.6% | -0.8% | -4.1% |
| 30D | -2.2% | -4.3% | +2.1% | -1.0% |
| 3M | +20.1% | +8.9% | +11.1% | +16.9% |
| 6M | +9.1% | +24.5% | -15.5% | +1.7% |
| YTD | +17.9% | +5.8% | +12.1% | +16.7% |
| 1Y | +22.1% | +16.2% | +5.8% | +16.4% |
| All | +22.1% | +14.6% | +7.5% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling