+406.7%
BNY vs BDX
+59.3%
+347.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.3% | -3.2% | +1.8% | -0.3% |
| 30D | -0.2% | -2.5% | +2.4% | +0.6% |
| 3M | +14.9% | +21.4% | -6.5% | +7.4% |
| 6M | +40.0% | +10.4% | +29.6% | +34.7% |
| YTD | +42.0% | +18.8% | +23.1% | +32.7% |
| 1Y | +56.9% | +21.7% | +35.2% | +45.0% |
| 3Y | +289.9% | -10.0% | +299.8% | +295.5% |
| 5Y | +259.2% | -1.8% | +261.0% | +248.6% |
| All | +406.7% | +59.3% | +347.4% | +339.9% |
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