-10.4%
DOW vs BDX
+6.0%
-16.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.6% |
| 7D | -2.9% | -4.3% | +1.4% | -1.3% |
| 30D | +2.0% | +1.3% | +0.7% | +1.4% |
| 3M | -12.5% | +20.2% | -32.8% | -19.1% |
| 6M | -9.2% | +8.6% | -17.8% | -13.0% |
| YTD | +30.8% | +19.0% | +11.8% | +20.2% |
| 1Y | +29.4% | +21.2% | +8.2% | +18.1% |
| 3Y | -34.6% | -9.7% | -24.9% | -33.8% |
| 5Y | -35.9% | -3.4% | -32.5% | -38.2% |
| All | -10.4% | +6.0% | -16.4% | -21.9% |
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