-9.7%
BDX vs Z
-37.5%
+27.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.4% | +3.4% | -2.5% |
| 7D | -4.3% | -3.3% | -1.0% | -4.0% |
| 30D | +1.3% | -3.7% | +5.0% | +1.5% |
| 3M | +20.2% | -7.0% | +27.2% | +20.6% |
| 6M | +8.6% | -29.5% | +38.1% | +10.7% |
| YTD | +19.0% | -52.6% | +71.5% | +24.1% |
| 1Y | +21.2% | -64.0% | +85.2% | +28.8% |
| 3Y | -9.7% | -36.4% | +26.7% | -9.7% |
| All | -9.7% | -37.5% | +27.7% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling