+27.6%
BDX vs AME
+77.7%
-50.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +2.9% | +5.9% | -3.0% | +1.4% |
| 30D | +15.4% | -1.9% | +17.3% | +15.6% |
| 3M | +20.5% | -5.4% | +25.9% | +21.8% |
| 6M | +53.2% | +4.9% | +48.3% | +49.6% |
| YTD | +45.7% | +18.5% | +27.2% | +36.2% |
| 1Y | +47.3% | +25.5% | +21.8% | +35.1% |
| 3Y | +25.1% | +63.0% | -38.0% | +2.2% |
| All | +27.6% | +77.7% | -50.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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