+1,045.8%
C vs BDX
+6,267.7%
-5,221.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -0.4% | +2.5% | -3.0% | -1.6% |
| 30D | -5.3% | +13.6% | -18.9% | -10.6% |
| 3M | -8.0% | +18.9% | -27.0% | -15.1% |
| 6M | -0.3% | +51.8% | -52.1% | -17.9% |
| YTD | +8.6% | +43.3% | -34.7% | -8.7% |
| 1Y | +25.8% | +48.0% | -22.1% | +4.1% |
| 3Y | +221.2% | +23.7% | +197.5% | +180.8% |
| 5Y | +113.6% | +24.9% | +88.7% | +83.4% |
| 10Y | +218.3% | +92.2% | +126.1% | +115.7% |
| All | +1,045.8% | +6,267.7% | -5,221.9% | +77.2% |
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