+926.5%
BDX vs BB
+258.8%
+667.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.5% | -5.6% | +3.1% | -2.3% |
| 30D | +8.3% | -11.8% | +20.0% | +8.8% |
| 3M | +24.4% | -25.5% | +49.9% | +25.6% |
| 6M | +9.2% | +121.3% | -112.1% | +4.1% |
| YTD | +22.7% | +103.2% | -80.4% | +17.5% |
| 1Y | +25.9% | +102.6% | -76.8% | +20.3% |
| 3Y | -10.5% | +37.5% | -48.0% | -14.3% |
| 5Y | +1.9% | -30.4% | +32.4% | -0.5% |
| 10Y | +58.7% | 0.0% | +58.7% | +44.1% |
| All | +926.5% | +258.8% | +667.7% | +717.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling