+25.4%
BDX vs APD
+27.3%
-1.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +1.1% |
| 7D | +8.4% | -1.6% | +9.9% | +8.8% |
| 30D | +17.1% | +10.6% | +6.5% | +14.3% |
| 3M | +22.4% | +2.5% | +19.9% | +21.6% |
| 6M | +45.9% | +6.0% | +40.0% | +43.7% |
| YTD | +43.8% | +28.4% | +15.4% | +34.0% |
| 1Y | +57.8% | +22.2% | +35.7% | +48.7% |
| 3Y | +25.4% | +26.6% | -1.2% | +18.0% |
| All | +25.4% | +27.3% | -1.9% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling