+49.1%
D vs BDX
+95.1%
-46.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -1.4% | +2.9% | -4.3% | -2.4% |
| 30D | +7.7% | +15.4% | -7.7% | +2.4% |
| 3M | -0.3% | +20.5% | -20.8% | -6.9% |
| 6M | +10.1% | +53.2% | -43.1% | -6.2% |
| YTD | +19.1% | +45.7% | -26.6% | +2.8% |
| 1Y | +15.9% | +47.3% | -31.4% | -0.5% |
| 3Y | +75.0% | +25.1% | +49.9% | +57.2% |
| 5Y | +13.4% | +27.4% | -14.1% | +0.1% |
| All | +49.1% | +95.1% | -46.0% | +15.5% |
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