+2,337.5%
D vs BDX
+6,371.9%
-4,034.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -1.4% | +2.9% | -4.3% | -2.0% |
| 30D | +7.7% | +15.4% | -7.7% | +4.6% |
| 3M | -0.3% | +20.5% | -20.8% | -4.2% |
| 6M | +10.1% | +53.2% | -43.1% | +0.3% |
| YTD | +19.1% | +45.7% | -26.6% | +9.4% |
| 1Y | +15.9% | +47.3% | -31.4% | +6.2% |
| 3Y | +75.0% | +25.1% | +49.9% | +64.5% |
| 5Y | +13.4% | +27.4% | -14.1% | +5.9% |
| 10Y | +47.5% | +95.4% | -47.9% | +27.0% |
| All | +2,337.5% | +6,371.9% | -4,034.4% | +1,119.3% |
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