+506.4%
F vs BDX
+6,267.7%
-5,761.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -2.1% | +2.5% | -4.7% | -2.9% |
| 30D | +3.3% | +13.6% | -10.2% | -0.8% |
| 3M | -11.3% | +18.9% | -30.3% | -16.2% |
| 6M | +5.3% | +51.8% | -46.5% | -8.4% |
| YTD | -2.2% | +43.3% | -45.6% | -13.6% |
| 1Y | -3.5% | +48.0% | -51.5% | -15.6% |
| 3Y | +49.5% | +23.7% | +25.9% | +36.9% |
| 5Y | -13.5% | +24.9% | -38.4% | -21.4% |
| 10Y | +69.0% | +92.2% | -23.2% | +30.0% |
| All | +506.4% | +6,267.7% | -5,761.4% | +70.4% |
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