-10.0%
BDX vs BB
+64.9%
-74.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.8% |
| 7D | -3.2% | -0.4% | -2.8% | -3.2% |
| 30D | -2.5% | -12.5% | +10.0% | -2.2% |
| 3M | +21.4% | -17.4% | +38.8% | +21.5% |
| 6M | +10.4% | +119.1% | -108.7% | +5.0% |
| YTD | +18.8% | +102.4% | -83.5% | +13.4% |
| 1Y | +21.7% | +98.2% | -76.5% | +15.7% |
| 3Y | -10.0% | +46.9% | -56.9% | -20.0% |
| All | -10.0% | +64.9% | -74.9% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling