+2,271.9%
D vs BDX
+5,351.6%
-3,079.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +1.5% | -2.5% | +4.0% | +2.0% |
| 30D | -2.6% | +8.3% | -10.8% | -4.3% |
| 3M | 0.0% | +24.4% | -24.4% | -4.7% |
| 6M | +7.4% | +9.2% | -1.8% | +5.0% |
| YTD | +15.9% | +22.7% | -6.8% | +10.4% |
| 1Y | +18.1% | +25.9% | -7.8% | +11.8% |
| 3Y | +58.4% | -10.5% | +68.9% | +59.6% |
| 5Y | +5.2% | +1.9% | +3.3% | +3.0% |
| 10Y | +35.9% | +58.7% | -22.8% | +22.0% |
| All | +2,271.9% | +5,351.6% | -3,079.7% | +1,130.6% |
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