+189.6%
BDX vs RNG
+305.9%
-116.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -3.6% | -4.1% | +0.5% | -3.2% |
| 30D | +0.7% | +8.6% | -8.0% | -0.1% |
| 3M | +19.0% | +78.0% | -59.0% | +12.7% |
| 6M | +10.8% | +67.0% | -56.3% | +4.9% |
| YTD | +20.1% | +142.4% | -122.3% | +9.2% |
| 1Y | +23.1% | +120.4% | -97.4% | +12.6% |
| 3Y | -8.8% | +122.1% | -130.9% | -18.4% |
| 5Y | -1.4% | -69.8% | +68.4% | +2.9% |
| 10Y | +60.5% | +223.4% | -162.9% | +22.7% |
| All | +189.6% | +305.9% | -116.3% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling