+515.8%
BDX vs BIDU
+1,302.3%
-786.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.0% | +3.9% | -2.4% |
| 7D | -4.3% | -2.4% | -1.9% | -4.1% |
| 30D | +1.3% | -15.6% | +16.9% | +2.7% |
| 3M | +20.2% | -22.3% | +42.5% | +22.7% |
| 6M | +8.6% | -22.3% | +30.9% | +10.4% |
| YTD | +19.0% | -29.2% | +48.1% | +21.7% |
| 1Y | +21.2% | -14.8% | +36.0% | +21.3% |
| 3Y | -9.7% | -31.8% | +22.1% | -9.0% |
| 5Y | -3.4% | -43.1% | +39.7% | -4.2% |
| 10Y | +53.9% | -50.6% | +104.5% | +48.2% |
| All | +515.8% | +1,302.3% | -786.5% | +331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling