+1,163.5%
C vs BDX
+5,351.6%
-4,188.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | +3.6% | -2.5% | +6.1% | +4.8% |
| 30D | +0.1% | +8.3% | -8.2% | -3.6% |
| 3M | +2.4% | +24.4% | -22.0% | -7.7% |
| 6M | +24.9% | +9.2% | +15.8% | +19.1% |
| YTD | +19.8% | +22.7% | -2.9% | +8.0% |
| 1Y | +44.9% | +25.9% | +19.0% | +28.8% |
| 3Y | +263.0% | -10.5% | +273.4% | +266.5% |
| 5Y | +129.5% | +1.9% | +127.6% | +115.9% |
| 10Y | +291.6% | +58.7% | +232.9% | +189.2% |
| All | +1,163.5% | +5,351.6% | -4,188.1% | +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