-3.4%
BDX vs AR
+140.6%
-144.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -3.0% |
| 7D | -4.3% | -1.8% | -2.5% | -4.2% |
| 30D | +1.3% | +12.6% | -11.3% | +0.5% |
| 3M | +20.2% | +10.0% | +10.2% | +19.4% |
| 6M | +8.6% | +0.6% | +8.0% | +8.3% |
| YTD | +19.0% | +13.4% | +5.6% | +17.5% |
| 1Y | +21.2% | +21.7% | -0.5% | +18.8% |
| 3Y | -9.7% | +45.8% | -55.5% | -13.2% |
| 5Y | -3.4% | +144.3% | -147.7% | -3.8% |
| All | -3.4% | +140.6% | -144.0% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling