-1.9%
BDX vs BTG
+78.0%
-79.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -3.2% | -3.8% | +0.6% | -2.8% |
| 30D | -2.5% | +3.6% | -6.2% | -2.9% |
| 3M | +21.4% | +32.0% | -10.6% | +17.9% |
| 6M | +10.4% | +3.4% | +7.1% | +9.2% |
| YTD | +18.8% | +20.8% | -1.9% | +15.2% |
| 1Y | +21.7% | +22.4% | -0.7% | +17.2% |
| 3Y | -10.0% | +91.7% | -101.7% | -19.0% |
| All | -1.9% | +78.0% | -79.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling