+26.9%
BDX vs S
-51.5%
+78.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.8% | +0.7% |
| 7D | +1.0% | +4.1% | -3.1% | +0.9% |
| 30D | +15.1% | -7.2% | +22.3% | +15.3% |
| 3M | +18.2% | 0.0% | +18.2% | +17.9% |
| 6M | +48.1% | +41.6% | +6.5% | +46.0% |
| YTD | +44.1% | +48.6% | -4.5% | +41.7% |
| 1Y | +46.4% | +30.0% | +16.3% | +44.4% |
| 3Y | +24.4% | +42.2% | -17.8% | +21.9% |
| 5Y | +26.1% | -70.8% | +96.9% | +23.7% |
| All | +26.9% | -51.5% | +78.5% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling