+414.4%
BDX vs CAPR
-99.0%
+513.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.7% | +9.3% | +0.6% |
| 7D | +1.0% | +19.1% | -18.1% | +0.8% |
| 30D | +15.1% | +48.8% | -33.7% | +14.7% |
| 3M | +18.2% | +144.4% | -126.2% | +17.1% |
| 6M | +48.1% | -67.5% | +115.6% | +48.4% |
| YTD | +44.1% | -64.5% | +108.7% | +44.2% |
| 1Y | +46.4% | +74.4% | -28.1% | +42.0% |
| 3Y | +24.4% | +265.7% | -241.4% | +18.7% |
| 5Y | +26.1% | +196.0% | -169.9% | +20.1% |
| 10Y | +93.3% | -62.4% | +155.6% | +80.9% |
| All | +414.4% | -99.0% | +513.4% | +359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling