+23.3%
BTDR vs BDX
+1.3%
+22.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.8% |
| 7D | +14.8% | -3.6% | +18.4% | +15.2% |
| 30D | +41.8% | +0.7% | +41.1% | +41.7% |
| 3M | -29.2% | +19.0% | -48.1% | -31.1% |
| 6M | +66.2% | +10.8% | +55.4% | +64.0% |
| YTD | +10.0% | +20.1% | -10.1% | +7.2% |
| 1Y | -11.0% | +23.1% | -34.0% | -13.7% |
| 3Y | +6.9% | -8.8% | +15.8% | +7.8% |
| 5Y | +24.7% | -1.4% | +26.1% | +25.8% |
| All | +23.3% | +1.3% | +22.0% | +24.5% |
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