+141.3%
BP vs BDX
-3.5%
+144.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.1% |
| 7D | +5.7% | -5.4% | +11.2% | +6.4% |
| 30D | +8.1% | -2.2% | +10.3% | +8.3% |
| 3M | +8.6% | +20.1% | -11.5% | +6.1% |
| 6M | +18.1% | +9.1% | +9.1% | +16.9% |
| YTD | +37.6% | +17.9% | +19.7% | +34.3% |
| 1Y | +39.4% | +22.1% | +17.3% | +35.1% |
| 3Y | +40.1% | -10.5% | +50.6% | +42.9% |
| 5Y | +141.3% | -2.6% | +143.9% | +139.0% |
| All | +141.3% | -3.5% | +144.8% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling