+56.7%
BDX vs BG
+166.7%
-110.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.1% |
| 7D | -3.2% | +3.1% | -6.3% | -3.7% |
| 30D | -2.5% | +10.2% | -12.8% | -4.1% |
| 3M | +21.4% | -1.7% | +23.1% | +21.4% |
| 6M | +10.4% | +1.0% | +9.4% | +9.6% |
| YTD | +18.8% | +39.9% | -21.1% | +11.6% |
| 1Y | +21.7% | +53.2% | -31.5% | +12.3% |
| 3Y | -10.0% | +16.3% | -26.2% | -14.0% |
| 5Y | -1.8% | +83.9% | -85.7% | -14.3% |
| All | +56.7% | +166.7% | -110.0% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling