+104.4%
BDX vs BN
+290.8%
-186.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +2.9% | -1.0% | +3.9% | +3.1% |
| 30D | +15.4% | +14.0% | +1.5% | +11.7% |
| 3M | +20.5% | -9.0% | +29.5% | +23.2% |
| 6M | +53.2% | -8.8% | +62.0% | +56.2% |
| YTD | +45.7% | -10.3% | +55.9% | +48.5% |
| 1Y | +47.3% | -5.8% | +53.1% | +48.3% |
| 3Y | +25.1% | +94.8% | -69.7% | +2.4% |
| 5Y | +27.4% | +31.5% | -4.0% | +13.1% |
| All | +104.4% | +290.8% | -186.4% | +20.5% |
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