+512.3%
F vs BDX
+6,289.4%
-5,777.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.1% |
| 7D | -0.6% | +8.4% | -9.0% | -3.2% |
| 30D | +2.9% | +17.1% | -14.3% | -2.3% |
| 3M | -9.5% | +22.4% | -31.9% | -15.3% |
| 6M | +4.0% | +45.9% | -41.9% | -8.3% |
| YTD | -1.3% | +43.8% | -45.1% | -12.8% |
| 1Y | -1.9% | +57.8% | -59.7% | -16.0% |
| 3Y | +53.5% | +25.4% | +28.1% | +39.9% |
| 5Y | -15.1% | +26.0% | -41.1% | -23.1% |
| 10Y | +81.0% | +88.0% | -7.0% | +40.1% |
| All | +512.3% | +6,289.4% | -5,777.1% | +71.9% |
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