+25.4%
BDX vs M
+142.9%
-117.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.1% | -6.5% | +0.7% |
| 7D | +8.4% | +2.5% | +5.8% | +8.0% |
| 30D | +17.1% | +10.1% | +7.1% | +15.9% |
| 3M | +22.4% | -0.9% | +23.4% | +22.2% |
| 6M | +45.9% | +30.2% | +15.8% | +41.7% |
| YTD | +43.8% | +16.3% | +27.5% | +40.9% |
| 1Y | +57.8% | +27.0% | +30.8% | +53.3% |
| 3Y | +25.4% | +154.5% | -129.1% | +16.5% |
| All | +25.4% | +142.9% | -117.5% | +16.5% |
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 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