+47.3%
BDX vs AS
-3.7%
+51.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +2.9% | -4.9% | +7.8% | +3.6% |
| 30D | +15.4% | +3.9% | +11.5% | +14.8% |
| 3M | +20.5% | -9.6% | +30.1% | +22.0% |
| 6M | +53.2% | -8.7% | +61.8% | +54.4% |
| YTD | +45.7% | -19.8% | +65.5% | +47.9% |
| 1Y | +47.3% | -1.5% | +48.8% | +50.8% |
| All | +47.3% | -3.7% | +51.0% | +50.8% |
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