+306.5%
BDX vs BAH
+886.2%
-579.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.3% |
| 7D | -2.5% | -3.2% | +0.7% | -2.0% |
| 30D | +8.3% | +2.0% | +6.2% | +7.8% |
| 3M | +24.4% | -7.6% | +32.0% | +25.8% |
| 6M | +9.2% | -5.7% | +14.9% | +9.7% |
| YTD | +22.7% | -11.7% | +34.4% | +23.8% |
| 1Y | +25.9% | -27.4% | +53.2% | +31.4% |
| 3Y | -10.5% | -32.5% | +22.1% | -7.6% |
| 5Y | +1.9% | -3.3% | +5.3% | -3.5% |
| 10Y | +58.7% | +186.0% | -127.3% | +19.4% |
| All | +306.5% | +886.2% | -579.7% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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