+6,320.2%
BDX vs BN
+15,531.3%
-9,211.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +2.9% | -1.0% | +3.9% | +3.1% |
| 30D | +15.4% | +14.0% | +1.5% | +12.4% |
| 3M | +20.5% | -9.0% | +29.5% | +22.7% |
| 6M | +53.2% | -8.8% | +62.0% | +55.7% |
| YTD | +45.7% | -10.3% | +55.9% | +48.1% |
| 1Y | +47.3% | -5.8% | +53.1% | +48.2% |
| 3Y | +25.1% | +94.8% | -69.7% | +7.4% |
| 5Y | +27.4% | +31.5% | -4.0% | +16.3% |
| 10Y | +95.4% | +291.9% | -196.5% | +40.9% |
| All | +6,320.2% | +15,531.3% | -9,211.1% | +2,849.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling