+81.1%
BDX vs RUN
-32.6%
+113.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +4.9% | +0.6% |
| 7D | -4.1% | -1.8% | -2.3% | -4.1% |
| 30D | +0.1% | -10.8% | +10.9% | +0.6% |
| 3M | +18.3% | -30.2% | +48.4% | +19.9% |
| 6M | +10.1% | -22.3% | +32.5% | +10.8% |
| YTD | +19.4% | -52.2% | +71.6% | +22.1% |
| 1Y | +22.3% | -45.1% | +67.4% | +23.8% |
| 3Y | -9.4% | -37.1% | +27.7% | -13.4% |
| 5Y | -2.0% | -80.3% | +78.3% | -3.5% |
| 10Y | +59.6% | +45.2% | +14.4% | +34.2% |
| All | +81.1% | -32.6% | +113.7% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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