+104.4%
BDX vs M
-7.1%
+111.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | +2.9% | +7.0% | -4.1% | +2.5% |
| 30D | +15.4% | +8.9% | +6.5% | +14.8% |
| 3M | +20.5% | +4.5% | +16.0% | +20.1% |
| 6M | +53.2% | +36.2% | +17.0% | +50.3% |
| YTD | +45.7% | +15.1% | +30.6% | +44.1% |
| 1Y | +47.3% | +27.4% | +19.8% | +44.9% |
| 3Y | +25.1% | +160.1% | -135.1% | +17.7% |
| 5Y | +27.4% | -1.6% | +29.0% | +23.2% |
| All | +104.4% | -7.1% | +111.5% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling