-1.9%
BDX vs IT
-42.9%
+41.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.4% | +0.1% |
| 7D | -3.2% | -3.7% | +0.5% | -2.7% |
| 30D | -2.5% | +0.1% | -2.6% | -2.6% |
| 3M | +21.4% | +20.7% | +0.7% | +17.6% |
| 6M | +10.4% | +12.0% | -1.6% | +7.5% |
| YTD | +18.8% | -28.8% | +47.7% | +22.7% |
| 1Y | +21.7% | -25.5% | +47.2% | +24.3% |
| 3Y | -10.0% | -48.8% | +38.8% | -2.3% |
| All | -1.9% | -42.9% | +41.0% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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