-1.4%
BDX vs BEN
+40.0%
-41.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | -3.6% | +3.4% | -6.9% | -4.2% |
| 30D | +0.7% | +1.8% | -1.1% | +0.3% |
| 3M | +19.0% | +8.4% | +10.6% | +16.8% |
| 6M | +10.8% | +35.6% | -24.9% | +3.4% |
| YTD | +20.1% | +46.4% | -26.2% | +10.3% |
| 1Y | +23.1% | +46.3% | -23.3% | +12.8% |
| 3Y | -8.8% | +54.6% | -63.4% | -18.7% |
| 5Y | -1.4% | +39.4% | -40.8% | -15.0% |
| All | -1.4% | +40.0% | -41.4% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling