+4.6%
BDX vs S
-57.1%
+61.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | -2.5% | -11.4% | +8.9% | -2.3% |
| 3M | +21.4% | +33.8% | -12.4% | +20.1% |
| 6M | +10.4% | +39.5% | -29.1% | +9.0% |
| YTD | +18.8% | +31.7% | -12.8% | +17.4% |
| 1Y | +21.7% | +7.0% | +14.7% | +20.9% |
| 3Y | -10.0% | +11.8% | -21.7% | -11.1% |
| 5Y | -1.8% | -69.0% | +67.2% | -3.6% |
| All | +4.6% | -57.1% | +61.7% | +3.8% |
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