+18.2%
BDX vs PL
+28.1%
-9.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -1.0% |
| 7D | +7.1% | -6.8% | +13.9% | +7.2% |
| 30D | +17.6% | -29.3% | +46.9% | +18.5% |
| 3M | +20.4% | -44.8% | +65.1% | +22.1% |
| 6M | +48.3% | -68.4% | +116.6% | +52.2% |
| YTD | +41.6% | -36.4% | +77.9% | +40.3% |
| 1Y | +55.7% | +0.7% | +55.0% | +50.8% |
| 3Y | +10.6% | +455.3% | -444.7% | -5.2% |
| 5Y | +24.0% | +22.7% | +1.3% | +9.0% |
| All | +18.2% | +28.1% | -9.9% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling