+818.2%
BDX vs RSG
+2,013.0%
-1,194.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -3.6% | 0.0% | -3.5% | -3.5% |
| 30D | +0.7% | +3.7% | -3.0% | -0.1% |
| 3M | +19.0% | +6.2% | +12.8% | +17.5% |
| 6M | +10.8% | -2.8% | +13.6% | +11.3% |
| YTD | +20.1% | +5.9% | +14.2% | +18.5% |
| 1Y | +23.1% | -1.8% | +24.8% | +23.3% |
| 3Y | -8.8% | +57.5% | -66.3% | -17.4% |
| 5Y | -1.4% | +91.1% | -92.5% | -14.3% |
| 10Y | +60.5% | +428.1% | -367.6% | +16.0% |
| All | +818.2% | +2,013.0% | -1,194.7% | +437.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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