+18.4%
BROS vs BDX
-3.7%
+22.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.9% |
| 7D | -6.1% | -5.4% | -0.6% | -4.6% |
| 30D | -12.4% | -2.2% | -10.2% | -11.8% |
| 3M | -27.9% | +20.1% | -48.0% | -31.9% |
| 6M | -16.8% | +9.1% | -25.8% | -19.2% |
| YTD | -29.0% | +17.9% | -46.9% | -33.2% |
| 1Y | -33.2% | +22.1% | -55.3% | -37.9% |
| 3Y | +56.8% | -10.5% | +67.3% | +55.6% |
| All | +18.4% | -3.7% | +22.1% | +18.8% |
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 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