+134.1%
BP vs BDX
+59.3%
+74.9%
-63.9%
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% | -0.1% |
| 7D | +5.2% | -3.2% | +8.4% | +5.9% |
| 30D | +8.7% | -2.5% | +11.3% | +9.2% |
| 3M | +9.3% | +21.4% | -12.1% | +4.5% |
| 6M | +13.6% | +10.4% | +3.2% | +10.6% |
| YTD | +37.7% | +18.8% | +18.8% | +31.3% |
| 1Y | +40.6% | +21.7% | +18.9% | +33.1% |
| 3Y | +40.3% | -10.0% | +50.3% | +42.0% |
| 5Y | +141.4% | -1.8% | +143.2% | +135.3% |
| All | +134.1% | +59.3% | +74.9% | +113.9% |
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