+9.1%
BDX vs AU
-3.1%
+12.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.5% |
| 7D | -5.4% | -7.0% | +1.6% | -4.8% |
| 30D | -2.2% | +7.3% | -9.5% | -2.8% |
| 3M | +20.1% | +33.2% | -13.1% | +17.4% |
| 6M | +9.1% | -0.6% | +9.7% | +8.8% |
| All | +9.1% | -3.1% | +12.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 6mo: compounded portfolio wealth divided by compounded AU 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…
6mo analysis · Full analysis span regression · 6 months rolling