-13.6%
BKNG vs BDX
+54.0%
-67.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.6% | +4.3% | +6.7% |
| 7D | +15.6% | +7.2% | +8.4% | +11.4% |
| 30D | +8.0% | +15.8% | -7.8% | +0.1% |
| 3M | -11.8% | +23.7% | -35.5% | -20.9% |
| 6M | +3.8% | +44.8% | -41.1% | -13.2% |
| YTD | -19.6% | +39.8% | -59.4% | -32.2% |
| 1Y | -13.6% | +52.3% | -65.9% | -30.4% |
| All | -13.6% | +54.0% | -67.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling