+52.3%
BDX vs PR
+87.5%
-35.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.5% | +12.1% | +5.0% |
| 7D | +7.2% | -12.1% | +19.3% | +6.2% |
| 30D | +15.8% | +0.9% | +14.9% | +15.6% |
| 3M | +23.7% | +10.1% | +13.6% | +24.5% |
| 6M | +44.8% | +1.1% | +43.7% | +46.1% |
| YTD | +39.8% | +63.7% | -23.9% | +31.9% |
| 1Y | +52.3% | +87.0% | -34.7% | +40.1% |
| All | +52.3% | +87.5% | -35.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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