+104.4%
BDX vs CAPR
-65.7%
+170.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.0% | +1.1% |
| 7D | +2.9% | +5.9% | -3.0% | +2.8% |
| 30D | +15.4% | +44.6% | -29.2% | +15.0% |
| 3M | +20.5% | +126.4% | -105.8% | +19.5% |
| 6M | +53.2% | -68.6% | +121.8% | +53.5% |
| YTD | +45.7% | -67.0% | +112.7% | +45.8% |
| 1Y | +47.3% | +65.2% | -17.9% | +43.0% |
| 3Y | +25.1% | +235.6% | -210.5% | +19.4% |
| 5Y | +27.4% | +175.4% | -148.0% | +21.5% |
| All | +104.4% | -65.7% | +170.2% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling