+25.1%
BDX vs BWA
+64.0%
-38.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +2.9% | +4.3% | -1.4% | +2.2% |
| 30D | +15.4% | -13.0% | +28.4% | +18.0% |
| 3M | +20.5% | -24.8% | +45.3% | +26.1% |
| 6M | +53.2% | -23.5% | +76.7% | +58.7% |
| YTD | +45.7% | +13.8% | +31.8% | +35.0% |
| 1Y | +47.3% | +13.4% | +33.8% | +36.4% |
| 3Y | +25.1% | +62.8% | -37.7% | +5.7% |
| All | +25.1% | +64.0% | -38.9% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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