-9.7%
BDX vs RL
+211.8%
-221.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -2.9% |
| 7D | -4.3% | +1.9% | -6.2% | -4.5% |
| 30D | +1.3% | -12.2% | +13.5% | +2.6% |
| 3M | +20.2% | -6.6% | +26.9% | +21.1% |
| 6M | +8.6% | +3.2% | +5.5% | +8.1% |
| YTD | +19.0% | -1.3% | +20.3% | +18.8% |
| 1Y | +21.2% | +13.6% | +7.6% | +19.7% |
| 3Y | -9.7% | +210.9% | -220.6% | -19.3% |
| All | -9.7% | +211.8% | -221.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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