+5,137.1%
BDX vs BRO
+25,535.5%
-20,398.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.2% | -7.3% | +4.2% | -2.0% |
| 30D | -2.5% | -6.9% | +4.3% | -1.5% |
| 3M | +21.4% | +10.7% | +10.7% | +19.6% |
| 6M | +10.4% | -2.7% | +13.1% | +10.7% |
| YTD | +18.8% | -16.3% | +35.2% | +21.6% |
| 1Y | +21.7% | -29.1% | +50.8% | +27.5% |
| 3Y | -10.0% | -7.8% | -2.1% | -9.4% |
| 5Y | -1.8% | +18.7% | -20.5% | -5.1% |
| 10Y | +58.8% | +291.9% | -233.1% | +32.6% |
| All | +5,137.1% | +25,535.5% | -20,398.4% | +3,740.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling