+171.6%
BKR vs BDX
-2.2%
+173.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -7.0% | -3.2% | -3.8% | -6.4% |
| 30D | -8.1% | -2.5% | -5.6% | -7.7% |
| 3M | -6.6% | +21.4% | -28.0% | -10.5% |
| 6M | +0.9% | +10.4% | -9.6% | -1.3% |
| YTD | +31.1% | +18.8% | +12.3% | +26.0% |
| 1Y | +27.7% | +21.7% | +6.0% | +22.0% |
| 3Y | +71.2% | -10.0% | +81.2% | +74.9% |
| All | +171.6% | -2.2% | +173.8% | +171.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling