+1,390.6%
BDX vs A
+543.3%
+847.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +15.4% | 0.0% | +15.4% | +15.3% |
| 3M | +20.5% | +16.7% | +3.8% | +17.1% |
| 6M | +53.2% | +54.8% | -1.6% | +41.1% |
| YTD | +45.7% | +28.8% | +16.9% | +38.5% |
| 1Y | +47.3% | +19.3% | +27.9% | +41.9% |
| 3Y | +25.1% | +65.5% | -40.5% | +13.0% |
| 5Y | +27.4% | +12.1% | +15.4% | +21.7% |
| 10Y | +95.4% | +305.4% | -210.0% | +53.0% |
| All | +1,390.6% | +543.3% | +847.3% | +896.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling