+19.7%
BROS vs BDX
-2.9%
+22.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.8% |
| 7D | -5.8% | -3.2% | -2.6% | -4.9% |
| 30D | -14.0% | -2.5% | -11.4% | -13.3% |
| 3M | -32.5% | +21.4% | -53.9% | -36.4% |
| 6M | -14.9% | +10.4% | -25.3% | -17.6% |
| YTD | -28.3% | +18.8% | -47.1% | -32.6% |
| 1Y | -34.0% | +21.7% | -55.7% | -38.5% |
| 3Y | +63.0% | -10.0% | +72.9% | +61.5% |
| All | +19.7% | -2.9% | +22.6% | +19.8% |
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 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