+60.5%
BDX vs M
-7.1%
+67.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.2% |
| 7D | -3.6% | -4.1% | +0.5% | -3.3% |
| 30D | +0.7% | -13.6% | +14.3% | +1.5% |
| 3M | +19.0% | -2.3% | +21.2% | +19.0% |
| 6M | +10.8% | +21.9% | -11.1% | +9.4% |
| YTD | +20.1% | -0.6% | +20.7% | +19.9% |
| 1Y | +23.1% | +29.7% | -6.7% | +21.0% |
| 3Y | -8.8% | +107.3% | -116.1% | -13.2% |
| 5Y | -1.4% | +20.5% | -21.9% | -5.3% |
| 10Y | +60.5% | -6.1% | +66.6% | +43.5% |
| All | +60.5% | -7.1% | +67.6% | +43.5% |
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