+4,982.4%
BDX vs IT
+6,296.6%
-1,314.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +2.9% | +1.1% | +1.8% | +2.8% |
| 30D | +15.4% | -1.8% | +17.3% | +15.5% |
| 3M | +20.5% | +4.8% | +15.7% | +19.3% |
| 6M | +53.2% | +33.0% | +20.2% | +45.9% |
| YTD | +45.7% | -23.8% | +69.5% | +48.1% |
| 1Y | +47.3% | -16.5% | +63.8% | +47.8% |
| 3Y | +25.1% | -53.6% | +78.7% | +34.0% |
| 5Y | +27.4% | -42.1% | +69.6% | +31.3% |
| 10Y | +95.4% | +90.1% | +5.3% | +68.5% |
| All | +4,982.4% | +6,296.6% | -1,314.2% | +2,543.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling