+48.0%
BDX vs AS
+2.8%
+45.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.2% |
| 7D | +2.5% | -3.0% | +5.6% | +3.0% |
| 30D | +13.6% | +9.6% | +4.0% | +12.1% |
| 3M | +18.9% | -8.2% | +27.1% | +20.1% |
| 6M | +51.8% | -9.9% | +61.7% | +53.2% |
| YTD | +43.3% | -16.8% | +60.1% | +44.9% |
| 1Y | +48.0% | +3.0% | +45.0% | +49.9% |
| All | +48.0% | +2.8% | +45.2% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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