+1,044.5%
C vs BDX
+6,303.0%
-5,258.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +4.7% | +1.0% | +3.7% | +4.3% |
| 30D | +0.2% | +15.1% | -15.0% | -6.0% |
| 3M | -9.3% | +18.2% | -27.5% | -16.1% |
| 6M | -0.8% | +48.1% | -49.0% | -17.5% |
| YTD | +8.5% | +44.1% | -35.6% | -9.1% |
| 1Y | +23.1% | +46.4% | -23.3% | +2.4% |
| 3Y | +220.8% | +24.4% | +196.4% | +179.8% |
| 5Y | +112.4% | +26.1% | +86.3% | +81.6% |
| 10Y | +217.9% | +93.3% | +124.6% | +114.9% |
| All | +1,044.5% | +6,303.0% | -5,258.6% | +76.6% |
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