+33.0%
BLK vs BDX
-2.2%
+35.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -3.3% | -3.2% | -0.1% | -2.2% |
| 30D | -6.5% | -2.5% | -4.0% | -5.7% |
| 3M | +6.7% | +21.4% | -14.7% | -0.6% |
| 6M | +14.7% | +10.4% | +4.3% | +10.4% |
| YTD | +2.5% | +18.8% | -16.3% | -4.1% |
| 1Y | -2.8% | +21.7% | -24.5% | -10.0% |
| 3Y | +65.9% | -10.0% | +75.8% | +71.1% |
| All | +33.0% | -2.2% | +35.3% | +29.0% |
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