-20.3%
BROS vs BDX
+54.0%
-74.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.6% | +0.3% |
| 7D | +2.5% | +7.2% | -4.7% | +1.6% |
| 30D | +15.1% | +15.8% | -0.7% | +13.2% |
| 3M | -31.4% | +23.7% | -55.1% | -33.0% |
| 6M | -22.6% | +44.8% | -67.4% | -26.9% |
| YTD | -28.1% | +39.8% | -67.9% | -34.4% |
| 1Y | -20.3% | +52.3% | -72.6% | -33.8% |
| All | -20.3% | +54.0% | -74.3% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling