+56.7%
BDX vs BRO
+294.2%
-237.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -3.2% | -7.3% | +4.2% | -0.4% |
| 30D | -2.5% | -6.9% | +4.3% | 0.0% |
| 3M | +21.4% | +10.7% | +10.7% | +16.7% |
| 6M | +10.4% | -2.7% | +13.1% | +10.9% |
| YTD | +18.8% | -16.3% | +35.2% | +25.8% |
| 1Y | +21.7% | -29.1% | +50.8% | +37.0% |
| 3Y | -10.0% | -7.8% | -2.1% | -10.0% |
| 5Y | -1.8% | +18.7% | -20.5% | -14.1% |
| All | +56.7% | +294.2% | -237.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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