-2.6%
BDX vs INDA
+4.5%
-7.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.3% |
| 1Y | +22.1% | -9.5% | +31.6% | +25.9% |
| 3Y | -10.5% | +7.6% | -18.2% | -13.6% |
| 5Y | -2.6% | +4.8% | -7.4% | -7.2% |
| All | -2.6% | +4.5% | -7.1% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling