+7,924.2%
BNY vs BDX
+5,179.2%
+2,744.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -1.3% | -3.2% | +1.8% | -0.2% |
| 30D | -0.2% | -2.5% | +2.4% | +0.7% |
| 3M | +14.9% | +21.4% | -6.5% | +6.2% |
| 6M | +40.0% | +10.4% | +29.6% | +33.6% |
| YTD | +42.0% | +18.8% | +23.1% | +31.2% |
| 1Y | +56.9% | +21.7% | +35.2% | +43.3% |
| 3Y | +289.9% | -10.0% | +299.8% | +291.0% |
| 5Y | +259.2% | -1.8% | +261.0% | +245.3% |
| 10Y | +413.3% | +58.8% | +354.5% | +294.2% |
| All | +7,924.2% | +5,179.2% | +2,744.9% | +1,697.4% |
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