+26.7%
BDX vs IRE
-84.4%
+111.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +14.0% | -15.5% | -1.2% |
| 7D | -2.5% | +54.8% | -57.3% | -1.4% |
| 30D | +8.3% | +18.4% | -10.1% | +9.1% |
| 3M | +24.4% | -66.7% | +91.1% | +24.6% |
| 6M | +9.2% | -52.3% | +61.5% | +10.0% |
| YTD | +22.7% | -52.3% | +75.0% | +24.4% |
| All | +26.7% | -84.4% | +111.1% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling