-7.0%
BDX vs PR
+82.3%
-89.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -2.5% | +2.9% | -5.4% | -2.7% |
| 30D | +8.3% | +18.0% | -9.8% | +7.2% |
| 3M | +24.4% | +16.9% | +7.5% | +23.1% |
| 6M | +9.2% | +28.2% | -19.0% | +6.7% |
| YTD | +22.7% | +69.3% | -46.6% | +16.6% |
| 1Y | +25.9% | +69.5% | -43.6% | +19.4% |
| All | -7.0% | +82.3% | -89.3% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling