+2,486.5%
EXC vs BDX
+6,371.9%
-3,885.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +1.4% | +2.9% | -1.5% | +0.7% |
| 30D | +8.6% | +15.4% | -6.9% | +5.1% |
| 3M | +2.4% | +20.5% | -18.1% | -2.0% |
| 6M | +6.5% | +53.2% | -46.7% | -3.7% |
| YTD | +9.0% | +45.7% | -36.6% | -0.7% |
| 1Y | +4.6% | +47.3% | -42.7% | -5.0% |
| 3Y | +33.5% | +25.1% | +8.4% | +24.4% |
| 5Y | +41.4% | +27.4% | +14.0% | +30.7% |
| 10Y | +204.3% | +95.4% | +108.9% | +155.5% |
| All | +2,486.5% | +6,371.9% | -3,885.4% | +946.6% |
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