+912.2%
BX vs BDX
+337.2%
+575.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.6% | -4.3% |
| 7D | -5.7% | -3.6% | -2.1% | -3.6% |
| 30D | -8.9% | +0.7% | -9.6% | -9.4% |
| 3M | +8.4% | +19.0% | -10.6% | -3.4% |
| 6M | +18.9% | +10.8% | +8.1% | +10.5% |
| YTD | -13.6% | +20.1% | -33.8% | -24.1% |
| 1Y | -22.4% | +23.1% | -45.5% | -33.2% |
| 3Y | +26.0% | -8.8% | +34.8% | +27.6% |
| 5Y | +18.8% | -1.4% | +20.2% | +12.0% |
| 10Y | +668.7% | +60.5% | +608.2% | +335.1% |
| All | +912.2% | +337.2% | +575.0% | +109.8% |
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