+52.3%
BDX vs S
+36.5%
+15.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +3.9% | +5.5% |
| 7D | +7.2% | -8.2% | +15.4% | +7.4% |
| 30D | +15.8% | -7.6% | +23.4% | +16.0% |
| 3M | +23.7% | +12.0% | +11.7% | +22.7% |
| 6M | +44.8% | +50.6% | -5.7% | +41.6% |
| YTD | +39.8% | +56.6% | -16.8% | +36.5% |
| 1Y | +52.3% | +39.2% | +13.1% | +50.0% |
| All | +52.3% | +36.5% | +15.8% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling