+46.1%
BDX vs IRE
-97.2%
+143.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +39.6% | -40.4% | +0.4% |
| 7D | +7.1% | -27.2% | +34.2% | +6.8% |
| 30D | +17.6% | -75.1% | +92.7% | +14.6% |
| 3M | +20.4% | -77.9% | +98.2% | +17.5% |
| 6M | +48.3% | -94.6% | +142.8% | +43.9% |
| YTD | +41.6% | -91.5% | +133.1% | +38.9% |
| 1Y | +55.7% | -97.8% | +153.6% | +48.1% |
| All | +46.1% | -97.2% | +143.4% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling