-9.7%
BDX vs APD
+10.0%
-19.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.8% |
| 7D | -4.3% | -2.5% | -1.8% | -3.7% |
| 30D | +1.3% | -1.9% | +3.2% | +1.7% |
| 3M | +20.2% | +8.2% | +12.0% | +18.0% |
| 6M | +8.6% | +10.7% | -2.1% | +5.5% |
| YTD | +19.0% | +22.9% | -3.9% | +12.6% |
| 1Y | +21.2% | +5.8% | +15.4% | +18.6% |
| 3Y | -9.7% | +7.8% | -17.5% | -13.1% |
| All | -9.7% | +10.0% | -19.7% | -13.1% |
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