-1.4%
BDX vs RMD
-22.9%
+21.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -3.6% | -4.7% | +1.2% | -2.3% |
| 30D | +0.7% | +0.2% | +0.4% | +0.6% |
| 3M | +19.0% | +12.0% | +7.0% | +15.5% |
| 6M | +10.8% | -12.5% | +23.3% | +13.8% |
| YTD | +20.1% | -7.9% | +28.1% | +21.6% |
| 1Y | +23.1% | -20.4% | +43.4% | +28.8% |
| 3Y | -8.8% | +53.1% | -61.9% | -19.8% |
| 5Y | -1.4% | -22.1% | +20.7% | +1.6% |
| All | -1.4% | -22.9% | +21.5% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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