+52.3%
BDX vs BEN
+56.2%
-3.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.7% | +0.9% | +4.7% |
| 7D | +7.2% | +6.7% | +0.4% | +6.0% |
| 30D | +15.8% | +3.0% | +12.8% | +15.0% |
| 3M | +23.7% | -4.3% | +28.0% | +24.3% |
| 6M | +44.8% | +16.4% | +28.5% | +38.9% |
| YTD | +39.8% | +46.8% | -7.0% | +23.2% |
| 1Y | +52.3% | +57.3% | -5.0% | +31.8% |
| All | +52.3% | +56.2% | -3.9% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling