+34.1%
D vs BDX
+59.3%
-25.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -2.2% | -3.2% | +0.9% | -1.2% |
| 30D | -4.5% | -2.5% | -1.9% | -3.7% |
| 3M | -2.5% | +21.4% | -23.9% | -9.6% |
| 6M | +5.5% | +10.4% | -4.9% | +1.1% |
| YTD | +13.3% | +18.8% | -5.6% | +5.2% |
| 1Y | +11.8% | +21.7% | -9.9% | +2.7% |
| 3Y | +56.7% | -10.0% | +66.7% | +59.4% |
| 5Y | +4.3% | -1.8% | +6.1% | +1.3% |
| All | +34.1% | +59.3% | -25.2% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling