+119.3%
BDX vs Z
+6.6%
+112.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.8% |
| 7D | +2.5% | -13.1% | +15.6% | +3.4% |
| 30D | +13.6% | +5.9% | +7.7% | +13.0% |
| 3M | +18.9% | -13.7% | +32.6% | +19.8% |
| 6M | +51.8% | -27.1% | +78.9% | +54.2% |
| YTD | +43.3% | -56.8% | +100.1% | +49.8% |
| 1Y | +48.0% | -60.2% | +108.2% | +55.3% |
| 3Y | +23.7% | -19.7% | +43.4% | +23.1% |
| 5Y | +24.9% | -53.7% | +78.6% | +25.8% |
| 10Y | +92.2% | -16.9% | +109.1% | +70.5% |
| All | +119.3% | +6.6% | +112.8% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling