+20.0%
BDX vs PL
+46.6%
-26.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.5% | -12.9% | +1.2% |
| 7D | +8.4% | +10.9% | -2.5% | +8.0% |
| 30D | +17.1% | -16.4% | +33.5% | +17.6% |
| 3M | +22.4% | -39.9% | +62.4% | +23.9% |
| 6M | +45.9% | -63.2% | +109.1% | +49.3% |
| YTD | +43.8% | -27.1% | +71.0% | +42.1% |
| 1Y | +57.8% | +12.2% | +45.6% | +52.5% |
| 3Y | +25.4% | +584.3% | -558.9% | +6.7% |
| 5Y | +26.0% | +37.0% | -11.0% | +11.7% |
| All | +20.0% | +46.6% | -26.6% | +3.2% |
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