-1.9%
BDX vs RNG
-68.4%
+66.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.2% | -6.1% | +2.9% | -2.8% |
| 30D | -2.5% | +9.6% | -12.2% | -3.1% |
| 3M | +21.4% | +83.3% | -61.9% | +17.1% |
| 6M | +10.4% | +77.9% | -67.5% | +6.2% |
| YTD | +18.8% | +139.9% | -121.1% | +11.9% |
| 1Y | +21.7% | +121.7% | -100.0% | +14.9% |
| 3Y | -10.0% | +121.9% | -131.8% | -16.1% |
| All | -1.9% | -68.4% | +66.4% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling