+2,351.9%
D vs BDX
+6,267.7%
-3,915.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -2.4% | +2.5% | -5.0% | -2.9% |
| 30D | +9.0% | +13.6% | -4.6% | +6.1% |
| 3M | +1.0% | +18.9% | -18.0% | -2.7% |
| 6M | +11.0% | +51.8% | -40.8% | +1.4% |
| YTD | +19.8% | +43.3% | -23.6% | +10.4% |
| 1Y | +16.0% | +48.0% | -32.0% | +6.1% |
| 3Y | +74.4% | +23.7% | +50.7% | +64.2% |
| 5Y | +13.5% | +24.9% | -11.3% | +6.5% |
| 10Y | +48.4% | +92.2% | -43.9% | +28.2% |
| All | +2,351.9% | +6,267.7% | -3,915.8% | +1,130.7% |
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