+14.7%
D vs BDX
+47.9%
-33.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -3.1% | +1.0% | -4.1% | -3.2% |
| 30D | +8.4% | +15.1% | -6.8% | +6.5% |
| 3M | +0.2% | +18.2% | -18.0% | -1.8% |
| 6M | +9.5% | +48.1% | -38.7% | +4.2% |
| YTD | +18.8% | +44.1% | -25.3% | +14.2% |
| 1Y | +14.7% | +46.4% | -31.7% | +10.2% |
| All | +14.7% | +47.9% | -33.2% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling