-0.5%
BND vs BDX
+54.0%
-54.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.1% | +0.2% |
| 7D | +0.4% | +7.2% | -6.8% | +0.1% |
| 30D | +2.3% | +15.8% | -13.5% | +1.8% |
| 3M | -1.0% | +23.7% | -24.6% | -1.7% |
| 6M | -0.9% | +44.8% | -45.7% | -2.2% |
| YTD | -0.9% | +39.8% | -40.6% | -2.3% |
| 1Y | -0.5% | +52.3% | -52.8% | -2.5% |
| All | -0.5% | +54.0% | -54.5% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling