+52.3%
BDX vs CAPR
+47.4%
+4.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.3% | -2.7% | +5.5% |
| 7D | +7.2% | +43.2% | -36.0% | +7.0% |
| 30D | +15.8% | +14.7% | +1.1% | +15.7% |
| 3M | +23.7% | +113.9% | -90.2% | +23.2% |
| 6M | +44.8% | -73.4% | +118.2% | +45.1% |
| YTD | +39.8% | -69.1% | +108.9% | +39.9% |
| 1Y | +52.3% | +47.2% | +5.1% | +50.5% |
| All | +52.3% | +47.4% | +4.9% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling