+20.4%
BTDR vs BDX
-2.2%
+22.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | -3.4% | -3.2% | -0.2% | -3.0% |
| 30D | +32.6% | -2.5% | +35.1% | +33.0% |
| 3M | -32.2% | +21.4% | -53.6% | -34.4% |
| 6M | +52.4% | +10.4% | +41.9% | +50.3% |
| YTD | +6.7% | +18.8% | -12.1% | +4.1% |
| 1Y | -15.2% | +21.7% | -36.9% | -17.8% |
| 3Y | +14.9% | -10.0% | +24.8% | +16.1% |
| All | +20.4% | -2.2% | +22.7% | +21.9% |
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