-7.0%
BDX vs M
+123.1%
-130.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.8% |
| 7D | -2.5% | +4.7% | -7.2% | -3.0% |
| 30D | +8.3% | -9.6% | +17.9% | +9.3% |
| 3M | +24.4% | +0.9% | +23.5% | +24.1% |
| 6M | +9.2% | +22.3% | -13.1% | +6.7% |
| YTD | +22.7% | +6.5% | +16.2% | +21.4% |
| 1Y | +25.9% | +38.8% | -12.9% | +21.3% |
| All | -7.0% | +123.1% | -130.0% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling