+4.3%
BDX vs BBAI
-70.8%
+75.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -4.3% | -1.0% | -3.3% | -4.3% |
| 30D | +1.3% | -10.7% | +12.0% | +1.3% |
| 3M | +20.2% | -32.3% | +52.5% | +20.4% |
| 6M | +8.6% | -31.3% | +39.9% | +8.7% |
| YTD | +19.0% | -45.9% | +64.9% | +19.2% |
| 1Y | +21.2% | -40.0% | +61.2% | +21.3% |
| 3Y | -9.7% | +72.8% | -82.5% | -9.9% |
| 5Y | -3.4% | -70.4% | +67.0% | +2.4% |
| All | +4.3% | -70.8% | +75.1% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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