+52.3%
BDX vs AR
+14.7%
+37.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.3% | +11.8% | +5.4% |
| 7D | +7.2% | -11.1% | +18.3% | +7.1% |
| 30D | +15.8% | +7.9% | +7.9% | +15.4% |
| 3M | +23.7% | +4.9% | +18.8% | +23.4% |
| 6M | +44.8% | -5.3% | +50.1% | +44.6% |
| YTD | +39.8% | +8.6% | +31.2% | +38.8% |
| 1Y | +52.3% | +13.7% | +38.7% | +49.3% |
| All | +52.3% | +14.7% | +37.6% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling