-6.1%
F vs BDX
+48.3%
-54.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -3.1% | +2.9% | -6.0% | -3.9% |
| 30D | 0.0% | +15.4% | -15.4% | -4.0% |
| 3M | -13.2% | +20.5% | -33.7% | -17.7% |
| 6M | -10.2% | +53.2% | -63.4% | -20.6% |
| YTD | -4.9% | +45.7% | -50.6% | -16.4% |
| 1Y | -6.1% | +47.3% | -53.3% | -18.2% |
| All | -6.1% | +48.3% | -54.4% | -18.2% |
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