+143.3%
DELL vs BDX
+54.0%
+89.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.6% | -14.4% | -5.8% |
| 7D | -24.6% | +7.2% | -31.8% | -21.4% |
| 30D | -32.5% | +15.8% | -48.3% | -26.9% |
| 3M | -20.2% | +23.7% | -43.9% | -10.6% |
| 6M | +76.5% | +44.8% | +31.6% | +108.5% |
| YTD | +198.9% | +39.8% | +159.1% | +261.8% |
| 1Y | +143.3% | +52.3% | +91.0% | +196.3% |
| All | +143.3% | +54.0% | +89.3% | +196.3% |
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 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