+24.5%
BX vs BDX
-10.0%
+34.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | -5.6% | -3.2% | -2.4% | -4.5% |
| 30D | -12.2% | -2.5% | -9.7% | -11.4% |
| 3M | +7.4% | +21.4% | -14.0% | -0.3% |
| 6M | +22.2% | +10.4% | +11.8% | +17.5% |
| YTD | -14.0% | +18.8% | -32.8% | -19.7% |
| 1Y | -27.3% | +21.7% | -49.0% | -32.8% |
| 3Y | +24.5% | -10.0% | +34.5% | +27.5% |
| All | +24.5% | -10.0% | +34.5% | +27.5% |
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 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