+5,327.0%
BDX vs M
+444.9%
+4,882.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +7.3% | +5.0% | +2.3% | +6.7% |
| 30D | +15.7% | +10.6% | +5.1% | +14.4% |
| 3M | +19.1% | +1.6% | +17.5% | +18.7% |
| 6M | +44.1% | +30.8% | +13.3% | +39.6% |
| YTD | +42.1% | +16.9% | +25.2% | +38.9% |
| 1Y | +52.6% | +26.3% | +26.3% | +47.9% |
| 3Y | +22.6% | +158.6% | -136.0% | +7.4% |
| 5Y | +23.3% | +2.1% | +21.2% | +15.2% |
| 10Y | +84.8% | -4.3% | +89.2% | +58.9% |
| All | +5,327.0% | +444.9% | +4,882.1% | +3,005.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling