+238.1%
BDX vs AR
-30.5%
+268.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | +0.1% |
| 7D | +7.3% | -5.8% | +13.0% | +7.6% |
| 30D | +15.7% | +4.8% | +10.9% | +15.3% |
| 3M | +19.1% | +1.5% | +17.5% | +18.8% |
| 6M | +44.1% | +4.7% | +39.4% | +43.5% |
| YTD | +42.1% | +9.2% | +32.9% | +40.9% |
| 1Y | +52.6% | +11.2% | +41.4% | +51.1% |
| 3Y | +22.6% | +46.2% | -23.7% | +18.8% |
| 5Y | +23.3% | +98.1% | -74.7% | +16.8% |
| 10Y | +84.8% | +54.5% | +30.3% | +61.2% |
| All | +238.1% | -30.5% | +268.6% | +191.8% |
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 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