-2.6%
BDX vs BB
-29.9%
+27.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.8% |
| 7D | -5.4% | -2.1% | -3.3% | -5.3% |
| 30D | -2.2% | -16.0% | +13.9% | -1.5% |
| 3M | +20.1% | -14.5% | +34.6% | +20.2% |
| 6M | +9.1% | +118.6% | -109.5% | +2.7% |
| YTD | +17.9% | +98.9% | -81.1% | +11.6% |
| 1Y | +22.1% | +99.5% | -77.4% | +15.1% |
| 3Y | -10.5% | +65.4% | -75.9% | -16.8% |
| 5Y | -2.6% | -27.6% | +25.0% | -8.3% |
| All | -2.6% | -29.9% | +27.3% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling