+17.1%
BDX vs M
+9.0%
+8.1%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.1% | -6.5% | -0.8% |
| 7D | +8.4% | +2.5% | +5.8% | +7.6% |
| 30D | +17.1% | +10.1% | +7.1% | +13.4% |
| All | +17.1% | +9.0% | +8.1% | +13.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling