+273.1%
BDX vs INDA
+111.6%
+161.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -2.5% |
| 7D | -4.3% | -1.0% | -3.3% | -4.0% |
| 30D | +1.3% | -2.5% | +3.8% | +2.1% |
| 3M | +20.2% | +4.0% | +16.3% | +18.7% |
| 6M | +8.6% | -1.8% | +10.4% | +9.2% |
| YTD | +19.0% | -9.2% | +28.1% | +22.6% |
| 1Y | +21.2% | -7.2% | +28.4% | +23.9% |
| 3Y | -9.7% | +9.8% | -19.5% | -13.0% |
| 5Y | -3.4% | +7.5% | -10.9% | -6.9% |
| 10Y | +53.9% | +80.8% | -26.9% | +20.0% |
| All | +273.1% | +111.6% | +161.5% | +175.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling