+56.7%
BDX vs BN
+265.2%
-208.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.2% | -5.2% | +2.0% | -1.9% |
| 30D | -2.5% | -14.5% | +11.9% | +1.3% |
| 3M | +21.4% | -15.0% | +36.4% | +26.3% |
| 6M | +10.4% | -5.4% | +15.8% | +11.6% |
| YTD | +18.8% | -16.4% | +35.3% | +23.5% |
| 1Y | +21.7% | -16.2% | +37.9% | +26.2% |
| 3Y | -10.0% | +67.5% | -77.5% | -23.6% |
| 5Y | -1.8% | +34.1% | -35.9% | -13.7% |
| All | +56.7% | +265.2% | -208.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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