+52.3%
BDX vs PL
-0.6%
+53.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.4% | +11.9% | +5.3% |
| 7D | +7.2% | -11.7% | +18.9% | +6.7% |
| 30D | +15.8% | -27.1% | +42.9% | +14.6% |
| 3M | +23.7% | -44.6% | +68.3% | +21.5% |
| 6M | +44.8% | -67.2% | +112.0% | +41.1% |
| YTD | +39.8% | -35.9% | +75.6% | +36.3% |
| 1Y | +52.3% | -0.4% | +52.7% | +48.8% |
| All | +52.3% | -0.6% | +53.0% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling