-12.1%
DOW vs BDX
+5.8%
-17.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.4% |
| 7D | -1.4% | -3.2% | +1.8% | -0.2% |
| 30D | -3.9% | -2.5% | -1.4% | -3.0% |
| 3M | -12.7% | +21.4% | -34.1% | -19.5% |
| 6M | -13.7% | +10.4% | -24.1% | -17.9% |
| YTD | +28.4% | +18.8% | +9.5% | +18.1% |
| 1Y | +21.8% | +21.7% | +0.1% | +10.8% |
| 3Y | -35.7% | -10.0% | -25.8% | -34.9% |
| 5Y | -36.8% | -1.8% | -35.0% | -39.6% |
| All | -12.1% | +5.8% | -17.9% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling