+209.9%
BKNG vs BDX
+58.0%
+151.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | -10.7% | -5.4% | -5.2% | -8.9% |
| 30D | -18.1% | -2.2% | -15.9% | -17.5% |
| 3M | +8.5% | +20.1% | -11.6% | +2.2% |
| 6M | -0.1% | +9.1% | -9.1% | -3.0% |
| YTD | -18.2% | +17.9% | -36.1% | -22.8% |
| 1Y | -19.9% | +22.1% | -41.9% | -25.3% |
| 3Y | +41.6% | -10.5% | +52.1% | +43.7% |
| 5Y | +93.1% | -2.6% | +95.7% | +87.6% |
| All | +209.9% | +58.0% | +151.9% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling