+27.6%
BDX vs PR
+273.3%
-245.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +1.0% |
| 7D | +2.9% | +6.0% | -3.1% | +2.6% |
| 30D | +15.4% | -4.2% | +19.6% | +15.6% |
| 3M | +20.5% | +10.0% | +10.6% | +19.7% |
| 6M | +53.2% | +15.6% | +37.6% | +51.6% |
| YTD | +45.7% | +68.2% | -22.5% | +40.2% |
| 1Y | +47.3% | +79.2% | -31.9% | +41.1% |
| 3Y | +25.1% | +94.9% | -69.9% | +18.0% |
| All | +27.6% | +273.3% | -245.7% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling