+23.2%
BDX vs PR
+225.0%
-201.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | +7.1% | -16.4% | +23.5% | +8.0% |
| 30D | +17.6% | -1.9% | +19.5% | +17.6% |
| 3M | +20.4% | +8.0% | +12.4% | +19.7% |
| 6M | +48.3% | +4.1% | +44.2% | +47.5% |
| YTD | +41.6% | +58.7% | -17.1% | +36.7% |
| 1Y | +55.7% | +75.8% | -20.1% | +49.3% |
| 3Y | +10.6% | +73.2% | -62.5% | +5.1% |
| All | +23.2% | +225.0% | -201.8% | +13.9% |
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