+1,682.5%
BMY vs BDX
+5,237.1%
-3,554.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -4.8% | -3.6% | -1.3% | -3.5% |
| 30D | -0.7% | +0.7% | -1.3% | -0.9% |
| 3M | +15.3% | +19.0% | -3.6% | +8.1% |
| 6M | +8.5% | +10.8% | -2.2% | +4.3% |
| YTD | +23.4% | +20.1% | +3.3% | +14.9% |
| 1Y | +42.9% | +23.1% | +19.9% | +31.7% |
| 3Y | +22.0% | -8.8% | +30.8% | +23.4% |
| 5Y | +24.3% | -1.4% | +25.8% | +20.9% |
| 10Y | +64.6% | +60.5% | +4.1% | +30.4% |
| All | +1,682.5% | +5,237.1% | -3,554.7% | +290.3% |
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 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