+26.4%
BDX vs COMP
-53.0%
+79.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | -0.9% |
| 7D | +7.3% | +7.2% | +0.1% | +6.9% |
| 30D | +15.7% | +6.4% | +9.3% | +15.2% |
| 3M | +19.1% | -19.4% | +38.5% | +20.0% |
| 6M | +44.1% | +14.6% | +29.6% | +42.7% |
| YTD | +42.1% | -5.5% | +47.6% | +41.1% |
| 1Y | +52.6% | +13.7% | +39.0% | +50.1% |
| 3Y | +22.6% | +409.7% | -387.1% | +10.5% |
| 5Y | +23.3% | -17.0% | +40.4% | +11.2% |
| All | +26.4% | -53.0% | +79.4% | +15.7% |
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