+74.7%
BND vs BDX
+312.7%
-238.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.6% |
| 7D | -0.9% | -5.4% | +4.5% | -0.9% |
| 30D | -1.0% | -2.2% | +1.2% | -0.9% |
| 3M | -1.2% | +20.1% | -21.3% | -1.4% |
| 6M | -2.0% | +9.1% | -11.0% | -2.1% |
| YTD | -1.2% | +17.9% | -19.1% | -1.3% |
| 1Y | -0.5% | +22.1% | -22.5% | -0.7% |
| 3Y | +12.4% | -10.5% | +23.0% | +12.3% |
| 5Y | -2.5% | -2.6% | +0.1% | -2.6% |
| 10Y | +15.0% | +57.5% | -42.5% | +15.4% |
| All | +74.7% | +312.7% | -238.0% | +75.8% |
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