+661.1%
BX vs BDX
+59.3%
+601.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.1% |
| 7D | -5.6% | -3.2% | -2.4% | -4.3% |
| 30D | -12.2% | -2.5% | -9.7% | -11.3% |
| 3M | +7.4% | +21.4% | -14.0% | -1.7% |
| 6M | +22.2% | +10.4% | +11.8% | +16.4% |
| YTD | -14.0% | +18.8% | -32.8% | -20.8% |
| 1Y | -27.3% | +21.7% | -49.0% | -33.9% |
| 3Y | +24.5% | -10.0% | +34.5% | +27.2% |
| 5Y | +18.9% | -1.8% | +20.7% | +15.5% |
| All | +661.1% | +59.3% | +601.8% | +564.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling