+26.0%
BDX vs CAPR
+160.6%
-134.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.4% | -7.9% | +1.5% |
| 7D | +8.4% | +36.0% | -27.7% | +8.1% |
| 30D | +17.1% | +25.8% | -8.7% | +16.8% |
| 3M | +22.4% | +140.8% | -118.4% | +21.1% |
| 6M | +45.9% | -67.6% | +113.5% | +46.3% |
| YTD | +43.8% | -65.9% | +109.7% | +44.0% |
| 1Y | +57.8% | +66.1% | -8.3% | +51.7% |
| 3Y | +25.4% | +256.9% | -231.5% | +10.6% |
| 5Y | +26.0% | +172.1% | -146.1% | +8.9% |
| All | +26.0% | +160.6% | -134.6% | +8.9% |
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