+59.6%
BDX vs ACWI
+226.5%
-166.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.8% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | +0.1% | -0.6% | +0.7% | +0.4% |
| 3M | +18.3% | +4.3% | +14.0% | +15.1% |
| 6M | +10.1% | +12.7% | -2.5% | +1.9% |
| YTD | +19.4% | +13.9% | +5.5% | +9.7% |
| 1Y | +22.3% | +20.5% | +1.8% | +8.5% |
| 3Y | -9.4% | +76.5% | -85.9% | -37.0% |
| 5Y | -2.0% | +67.5% | -69.5% | -30.6% |
| 10Y | +59.6% | +231.8% | -172.3% | -33.8% |
| All | +59.6% | +226.5% | -166.9% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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