+55.4%
BDX vs APD
+168.7%
-113.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | -5.4% | -3.5% | -1.9% | -4.3% |
| 30D | -2.2% | -5.1% | +2.9% | -0.5% |
| 3M | +20.1% | +6.9% | +13.2% | +17.0% |
| 6M | +9.1% | +8.1% | +1.0% | +5.4% |
| YTD | +17.9% | +21.2% | -3.4% | +9.4% |
| 1Y | +22.1% | +4.9% | +17.2% | +18.8% |
| 3Y | -10.5% | +6.3% | -16.8% | -15.3% |
| 5Y | -2.6% | +24.3% | -26.9% | -15.0% |
| All | +55.4% | +168.7% | -113.3% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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