-2.6%
BDX vs BIDU
-45.6%
+43.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | -5.4% | -5.2% | -0.2% | -5.1% |
| 30D | -2.2% | -14.5% | +12.3% | -1.4% |
| 3M | +20.1% | -22.9% | +43.0% | +21.6% |
| 6M | +9.1% | -27.8% | +36.9% | +10.6% |
| YTD | +17.9% | -30.7% | +48.5% | +19.6% |
| 1Y | +22.1% | -15.8% | +37.9% | +22.0% |
| 3Y | -10.5% | -33.2% | +22.7% | -10.4% |
| 5Y | -2.6% | -44.8% | +42.2% | -3.7% |
| All | -2.6% | -45.6% | +43.0% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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