+19.3%
BDX vs AS
+131.9%
-112.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.1% |
| 7D | +2.5% | -3.0% | +5.6% | +2.8% |
| 30D | +13.6% | +9.6% | +4.0% | +12.6% |
| 3M | +18.9% | -8.2% | +27.1% | +19.7% |
| 6M | +51.8% | -9.9% | +61.7% | +52.8% |
| YTD | +43.3% | -16.8% | +60.1% | +44.8% |
| 1Y | +48.0% | +3.0% | +45.0% | +47.0% |
| All | +19.3% | +131.9% | -112.7% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling