-2.6%
BDX vs ROP
-16.6%
+14.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -5.4% | -8.0% | +2.6% | -2.7% |
| 30D | -2.2% | -2.7% | +0.6% | -1.3% |
| 3M | +20.1% | +16.6% | +3.5% | +13.9% |
| 6M | +9.1% | +10.4% | -1.3% | +5.1% |
| YTD | +17.9% | -12.1% | +30.0% | +23.0% |
| 1Y | +22.1% | -23.6% | +45.7% | +34.5% |
| 3Y | -10.5% | -19.3% | +8.8% | -4.8% |
| 5Y | -2.6% | -15.4% | +12.8% | -4.2% |
| All | -2.6% | -16.6% | +14.0% | -4.2% |
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