+5.7%
D vs BDX
-2.9%
+8.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.5% |
| 7D | +0.8% | -4.3% | +5.1% | +2.1% |
| 30D | -0.7% | +1.3% | -2.0% | -1.3% |
| 3M | +2.1% | +20.2% | -18.2% | -4.3% |
| 6M | +6.8% | +8.6% | -1.8% | +3.5% |
| YTD | +16.5% | +19.0% | -2.4% | +9.0% |
| 1Y | +19.2% | +21.2% | -2.0% | +10.4% |
| 3Y | +61.9% | -9.7% | +71.6% | +67.5% |
| All | +5.7% | -2.9% | +8.6% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling