+23.1%
BDX vs AR
+21.2%
+1.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -3.6% | -1.2% | -2.4% | -3.5% |
| 30D | +0.7% | +5.5% | -4.8% | +0.6% |
| 3M | +19.0% | +12.9% | +6.1% | +18.8% |
| 6M | +10.8% | +0.1% | +10.7% | +10.7% |
| YTD | +20.1% | +13.5% | +6.6% | +19.1% |
| 1Y | +23.1% | +21.6% | +1.5% | +22.0% |
| All | +23.1% | +21.2% | +1.9% | +22.0% |
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