+192.1%
BDX vs AR
-27.2%
+219.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.5% | +2.5% | -5.0% | -2.7% |
| 30D | +8.3% | +14.8% | -6.5% | +7.5% |
| 3M | +24.4% | +6.2% | +18.2% | +23.9% |
| 6M | +9.2% | +4.3% | +4.9% | +8.7% |
| YTD | +22.7% | +14.4% | +8.4% | +21.5% |
| 1Y | +25.9% | +21.3% | +4.5% | +24.1% |
| 3Y | -10.5% | +39.8% | -50.3% | -13.0% |
| 5Y | +1.9% | +142.1% | -140.2% | -4.5% |
| 10Y | +58.7% | +52.0% | +6.7% | +38.6% |
| All | +192.1% | -27.2% | +219.3% | +151.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling