+18.6%
BDX vs PL
+45.6%
-27.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +7.3% | +5.6% | +1.7% | +7.1% |
| 30D | +15.7% | -16.9% | +32.6% | +16.2% |
| 3M | +19.1% | -38.2% | +57.3% | +20.4% |
| 6M | +44.1% | -63.4% | +107.6% | +47.5% |
| YTD | +42.1% | -27.6% | +69.7% | +40.4% |
| 1Y | +52.6% | +6.6% | +46.0% | +47.8% |
| 3Y | +22.6% | +557.6% | -535.0% | +4.5% |
| 5Y | +23.3% | +39.5% | -16.2% | +8.7% |
| All | +18.6% | +45.6% | -27.0% | +2.0% |
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