+26.1%
BDX vs ROP
+2.3%
+23.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | -2.7% | +3.7% | +2.0% |
| 30D | +15.1% | +29.7% | -14.6% | +5.0% |
| 3M | +18.2% | +21.2% | -3.0% | +10.2% |
| 6M | +48.1% | +48.3% | -0.1% | +28.7% |
| YTD | +44.1% | +8.4% | +35.7% | +39.6% |
| 1Y | +46.4% | +6.0% | +40.4% | +43.0% |
| 3Y | +24.4% | -5.6% | +30.0% | +25.7% |
| 5Y | +26.1% | +1.3% | +24.8% | +17.0% |
| All | +26.1% | +2.3% | +23.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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