-1.4%
BDX vs Z
-65.8%
+64.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | -3.6% | -7.1% | +3.5% | -3.1% |
| 30D | +0.7% | -4.8% | +5.5% | +0.9% |
| 3M | +19.0% | -9.3% | +28.3% | +19.4% |
| 6M | +10.8% | -29.0% | +39.8% | +12.7% |
| YTD | +20.1% | -52.9% | +73.0% | +24.8% |
| 1Y | +23.1% | -63.1% | +86.2% | +29.5% |
| 3Y | -8.8% | -36.9% | +28.0% | -7.8% |
| 5Y | -1.4% | -65.5% | +64.1% | -5.8% |
| All | -1.4% | -65.8% | +64.3% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling