+950.2%
BSX vs BDX
+4,342.3%
-3,392.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -7.0% | -3.6% | -3.5% | -5.5% |
| 30D | -10.9% | +0.7% | -11.6% | -11.1% |
| 3M | -8.2% | +19.0% | -27.1% | -15.0% |
| 6M | -37.5% | +10.8% | -48.2% | -40.3% |
| YTD | -52.8% | +20.1% | -73.0% | -56.8% |
| 1Y | -58.4% | +23.1% | -81.5% | -62.4% |
| 3Y | -16.5% | -8.8% | -7.7% | -16.0% |
| 5Y | -1.0% | -1.4% | +0.4% | -4.5% |
| 10Y | +91.2% | +60.5% | +30.7% | +46.1% |
| All | +950.2% | +4,342.3% | -3,392.2% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling