-1.4%
BDX vs A
-16.2%
+14.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | -3.6% | -4.4% | +0.8% | -2.2% |
| 30D | +0.7% | -2.7% | +3.4% | +1.5% |
| 3M | +19.0% | +7.0% | +11.9% | +16.3% |
| 6M | +10.8% | +24.6% | -13.8% | +2.9% |
| YTD | +20.1% | +7.0% | +13.1% | +16.8% |
| 1Y | +23.1% | +15.6% | +7.5% | +16.7% |
| 3Y | -8.8% | +29.9% | -38.7% | -18.4% |
| 5Y | -1.4% | -15.4% | +13.9% | -6.7% |
| All | -1.4% | -16.2% | +14.8% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling