+541.6%
BDX vs MKTX
+1,442.6%
-901.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.2% | -0.2% | -2.9% | -3.1% |
| 30D | -2.5% | +0.7% | -3.3% | -2.6% |
| 3M | +21.4% | +40.8% | -19.4% | +15.7% |
| 6M | +10.4% | -8.0% | +18.4% | +10.8% |
| YTD | +18.8% | -8.7% | +27.6% | +19.3% |
| 1Y | +21.7% | -11.8% | +33.5% | +22.6% |
| 3Y | -10.0% | -24.0% | +14.1% | -8.9% |
| 5Y | -1.8% | -60.3% | +58.5% | +6.3% |
| 10Y | +58.8% | +5.0% | +53.8% | +50.2% |
| All | +541.6% | +1,442.6% | -901.0% | +324.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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