+122.9%
BDX vs Z
+7.8%
+115.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.8% |
| 7D | +2.9% | +0.8% | +2.1% | +2.8% |
| 30D | +15.4% | +5.2% | +10.2% | +14.9% |
| 3M | +20.5% | -17.0% | +37.6% | +21.7% |
| 6M | +53.2% | -22.7% | +75.8% | +55.1% |
| YTD | +45.7% | -56.3% | +102.0% | +52.1% |
| 1Y | +47.3% | -57.7% | +104.9% | +54.0% |
| 3Y | +25.1% | -16.5% | +41.6% | +24.2% |
| 5Y | +27.4% | -53.4% | +80.8% | +28.3% |
| 10Y | +95.4% | -15.9% | +111.3% | +73.1% |
| All | +122.9% | +7.8% | +115.2% | +86.0% |
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