+25.9%
BDX vs BEN
+42.6%
-16.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.1% | -2.1% |
| 7D | -2.5% | +0.2% | -2.8% | -2.6% |
| 30D | +8.3% | -0.5% | +8.8% | +8.3% |
| 3M | +24.4% | +9.7% | +14.7% | +21.9% |
| 6M | +9.2% | +33.9% | -24.7% | +0.3% |
| YTD | +22.7% | +49.0% | -26.3% | +8.8% |
| 1Y | +25.9% | +42.1% | -16.2% | +10.8% |
| All | +25.9% | +42.6% | -16.7% | +10.8% |
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