+60.7%
BMY vs BDX
+59.3%
+1.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -4.8% | -3.2% | -1.6% | -3.6% |
| 30D | -0.1% | -2.5% | +2.5% | +0.9% |
| 3M | +13.1% | +21.4% | -8.3% | +5.0% |
| 6M | +8.4% | +10.4% | -2.0% | +4.1% |
| YTD | +22.0% | +18.8% | +3.1% | +13.6% |
| 1Y | +40.3% | +21.7% | +18.6% | +29.3% |
| 3Y | +20.5% | -10.0% | +30.5% | +22.3% |
| 5Y | +23.7% | -1.8% | +25.5% | +20.1% |
| All | +60.7% | +59.3% | +1.4% | +33.1% |
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