+113.6%
C vs BDX
+24.6%
+89.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | -0.4% | +2.5% | -3.0% | -1.2% |
| 30D | -5.3% | +13.6% | -18.9% | -9.0% |
| 3M | -8.0% | +18.9% | -27.0% | -13.0% |
| 6M | -0.3% | +51.8% | -52.1% | -13.3% |
| YTD | +8.6% | +43.3% | -34.7% | -4.0% |
| 1Y | +25.8% | +48.0% | -22.1% | +9.9% |
| 3Y | +221.2% | +23.7% | +197.5% | +193.2% |
| 5Y | +113.6% | +24.9% | +88.7% | +94.7% |
| All | +113.6% | +24.6% | +89.0% | +94.7% |
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