+50.3%
BP vs BDX
+25.0%
+25.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +3.8% | +2.9% | +0.9% | +3.7% |
| 30D | -5.3% | +15.4% | -20.7% | -6.0% |
| 3M | +9.3% | +20.5% | -11.3% | +8.2% |
| 6M | +7.2% | +53.2% | -46.0% | +4.5% |
| YTD | +38.0% | +45.7% | -7.6% | +34.8% |
| 1Y | +33.2% | +47.3% | -14.1% | +29.9% |
| 3Y | +50.3% | +25.1% | +25.2% | +49.8% |
| All | +50.3% | +25.0% | +25.3% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling