+27.9%
BDX vs COMP
-49.2%
+77.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +1.3% |
| 7D | +8.4% | +14.5% | -6.2% | +7.6% |
| 30D | +17.1% | +14.9% | +2.2% | +16.2% |
| 3M | +22.4% | -14.2% | +36.7% | +23.0% |
| 6M | +45.9% | +23.7% | +22.2% | +44.0% |
| YTD | +43.8% | +2.1% | +41.7% | +42.3% |
| 1Y | +57.8% | +26.2% | +31.6% | +54.5% |
| 3Y | +25.4% | +470.9% | -445.5% | +12.4% |
| 5Y | +26.0% | -14.0% | +40.0% | +13.2% |
| All | +27.9% | -49.2% | +77.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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