-10.7%
BDX vs RNG
+120.1%
-130.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -5.4% | -9.6% | +4.2% | -4.7% |
| 30D | -2.2% | +8.8% | -11.0% | -2.8% |
| 3M | +20.1% | +78.6% | -58.5% | +15.2% |
| 6M | +9.1% | +70.3% | -61.2% | +4.4% |
| YTD | +17.9% | +140.3% | -122.5% | +9.4% |
| 1Y | +22.1% | +126.6% | -104.5% | +13.6% |
| All | -10.7% | +120.1% | -130.8% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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