+4,050.4%
BDX vs IT
+5,645.5%
-1,595.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.4% | +4.4% | -2.1% |
| 7D | -4.3% | -9.1% | +4.8% | -3.1% |
| 30D | +1.3% | -7.0% | +8.3% | +2.1% |
| 3M | +20.2% | +7.6% | +12.6% | +18.4% |
| 6M | +8.6% | +2.1% | +6.5% | +7.2% |
| YTD | +19.0% | -31.6% | +50.6% | +23.0% |
| 1Y | +21.2% | -29.9% | +51.1% | +24.5% |
| 3Y | -9.7% | -51.3% | +41.6% | -3.7% |
| 5Y | -3.4% | -44.8% | +41.4% | +0.3% |
| 10Y | +53.9% | +91.4% | -37.5% | +33.1% |
| All | +4,050.4% | +5,645.5% | -1,595.0% | +2,095.7% |
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