-10.7%
BDX vs INDA
+6.8%
-17.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -5.4% | -3.6% | -1.8% | -4.2% |
| 30D | -2.2% | -4.0% | +1.8% | -0.8% |
| 3M | +20.1% | +1.7% | +18.4% | +19.3% |
| 6M | +9.1% | -3.6% | +12.7% | +10.3% |
| YTD | +17.9% | -11.0% | +28.9% | +22.2% |
| 1Y | +22.1% | -9.5% | +31.6% | +25.8% |
| All | -10.7% | +6.8% | -17.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling