-9.7%
BDX vs CAPR
+42.0%
-51.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.6% | -3.0% |
| 7D | -4.3% | -9.5% | +5.2% | -4.2% |
| 30D | +1.3% | +121.5% | -120.2% | +0.6% |
| 3M | +20.2% | -65.4% | +85.6% | +20.5% |
| 6M | +8.6% | -67.5% | +76.1% | +8.8% |
| YTD | +19.0% | -68.6% | +87.6% | +19.2% |
| 1Y | +21.2% | +42.7% | -21.5% | +17.8% |
| 3Y | -9.7% | +43.4% | -53.1% | -15.1% |
| All | -9.7% | +42.0% | -51.7% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling