+521.9%
BKR vs BDX
+5,136.8%
-4,614.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -6.1% |
| 7D | -6.7% | -5.4% | -1.2% | -5.2% |
| 30D | -8.3% | -2.2% | -6.2% | -7.8% |
| 3M | -5.4% | +20.1% | -25.5% | -10.6% |
| 6M | +0.8% | +9.1% | -8.2% | -2.4% |
| YTD | +31.8% | +17.9% | +14.0% | +24.7% |
| 1Y | +28.6% | +22.1% | +6.5% | +20.2% |
| 3Y | +71.2% | -10.5% | +81.8% | +72.6% |
| 5Y | +179.2% | -2.6% | +181.8% | +171.6% |
| 10Y | +124.0% | +57.5% | +66.5% | +86.1% |
| All | +521.9% | +5,136.8% | -4,614.9% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling