+56.7%
BDX vs Z
-2.5%
+59.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.6% |
| 7D | -3.2% | -6.0% | +2.9% | -2.8% |
| 30D | -2.5% | -2.3% | -0.3% | -2.5% |
| 3M | +21.4% | -0.6% | +22.0% | +21.3% |
| 6M | +10.4% | -27.6% | +38.0% | +12.2% |
| YTD | +18.8% | -52.4% | +71.2% | +23.4% |
| 1Y | +21.7% | -63.6% | +85.3% | +28.2% |
| 3Y | -10.0% | -36.4% | +26.4% | -9.1% |
| 5Y | -1.8% | -64.6% | +62.8% | -0.2% |
| All | +56.7% | -2.5% | +59.1% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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