-21.2%
BSX vs BDX
-10.0%
-11.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -10.1% | -3.2% | -6.9% | -9.2% |
| 30D | -16.4% | -2.5% | -13.9% | -15.7% |
| 3M | -8.9% | +21.4% | -30.3% | -13.4% |
| 6M | -38.3% | +10.4% | -48.7% | -40.1% |
| YTD | -54.9% | +18.8% | -73.8% | -57.1% |
| 1Y | -58.8% | +21.7% | -80.5% | -61.1% |
| 3Y | -21.2% | -10.0% | -11.3% | -15.7% |
| All | -21.2% | -10.0% | -11.3% | -15.7% |
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