-2.6%
BDX vs CAPR
+66.0%
-68.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.1% | -1.8% |
| 7D | -5.4% | -10.6% | +5.1% | -5.3% |
| 30D | -2.2% | +111.2% | -113.4% | -3.0% |
| 3M | +20.1% | -67.2% | +87.3% | +20.5% |
| 6M | +9.1% | -75.1% | +84.2% | +9.7% |
| YTD | +17.9% | -71.2% | +89.1% | +18.3% |
| 1Y | +22.1% | +31.1% | -9.1% | +17.7% |
| 3Y | -10.5% | +31.3% | -41.9% | -17.9% |
| 5Y | -2.6% | +69.4% | -72.0% | -14.6% |
| All | -2.6% | +66.0% | -68.6% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling