-10.0%
BDX vs BR
-5.3%
-4.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.2% | -3.0% | -0.2% | -2.2% |
| 30D | -2.5% | -0.3% | -2.3% | -2.5% |
| 3M | +21.4% | +17.3% | +4.1% | +15.2% |
| 6M | +10.4% | -6.7% | +17.1% | +12.3% |
| YTD | +18.8% | -23.4% | +42.3% | +31.4% |
| 1Y | +21.7% | -32.7% | +54.4% | +43.0% |
| 3Y | -10.0% | -5.9% | -4.0% | -5.6% |
| All | -10.0% | -5.3% | -4.6% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling