-2.6%
BDX vs RJF
+101.5%
-104.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -5.4% | -4.2% | -1.2% | -4.7% |
| 30D | -2.2% | -3.6% | +1.4% | -1.5% |
| 3M | +20.1% | +15.6% | +4.4% | +16.8% |
| 6M | +9.1% | +17.6% | -8.5% | +5.6% |
| YTD | +17.9% | +9.2% | +8.7% | +15.3% |
| 1Y | +22.1% | +5.5% | +16.6% | +20.1% |
| 3Y | -10.5% | +70.3% | -80.9% | -20.6% |
| 5Y | -2.6% | +106.0% | -108.6% | -14.9% |
| All | -2.6% | +101.5% | -104.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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