+8.1%
BDX vs S
-56.8%
+64.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.5% | -7.7% | +5.2% | -2.3% |
| 30D | +8.3% | -5.3% | +13.6% | +8.3% |
| 3M | +24.4% | +20.3% | +4.1% | +23.5% |
| 6M | +9.2% | +47.4% | -38.2% | +7.6% |
| YTD | +22.7% | +32.5% | -9.8% | +21.2% |
| 1Y | +25.9% | +9.5% | +16.3% | +25.0% |
| 3Y | -10.5% | +15.5% | -26.0% | -11.7% |
| 5Y | +1.9% | -71.2% | +73.1% | -0.3% |
| All | +8.1% | -56.8% | +64.8% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling