+422.4%
GE vs BDX
-3.5%
+425.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | -2.8% | -5.4% | +2.6% | -1.4% |
| 30D | -11.9% | -2.2% | -9.8% | -11.5% |
| 3M | +1.8% | +20.1% | -18.2% | -3.6% |
| 6M | -0.6% | +9.1% | -9.7% | -3.4% |
| YTD | +5.5% | +17.9% | -12.4% | +0.3% |
| 1Y | +15.0% | +22.1% | -7.1% | +8.0% |
| 3Y | +269.5% | -10.5% | +280.1% | +279.9% |
| 5Y | +422.4% | -2.6% | +425.0% | +421.0% |
| All | +422.4% | -3.5% | +425.9% | +421.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling