+237.0%
BDX vs AR
-33.4%
+270.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +7.1% | -14.3% | +21.3% | +7.9% |
| 30D | +17.6% | +1.4% | +16.2% | +17.4% |
| 3M | +20.4% | +3.4% | +17.0% | +20.0% |
| 6M | +48.3% | -2.1% | +50.3% | +48.1% |
| YTD | +41.6% | +4.7% | +36.9% | +40.7% |
| 1Y | +55.7% | +10.6% | +45.2% | +54.2% |
| 3Y | +10.6% | +24.6% | -14.0% | +8.1% |
| 5Y | +24.0% | +71.9% | -47.9% | +18.2% |
| 10Y | +84.8% | +46.4% | +38.5% | +61.7% |
| All | +237.0% | -33.4% | +270.3% | +191.4% |
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