+2,864.0%
GE vs BDX
+5,185.2%
-2,321.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.3% |
| 7D | +1.2% | -4.3% | +5.4% | +2.6% |
| 30D | -9.5% | +1.3% | -10.8% | -10.0% |
| 3M | +4.1% | +20.2% | -16.1% | -2.4% |
| 6M | +3.9% | +8.6% | -4.7% | +0.7% |
| YTD | +9.0% | +19.0% | -10.0% | +2.3% |
| 1Y | +21.9% | +21.2% | +0.8% | +13.5% |
| 3Y | +281.8% | -9.7% | +291.5% | +283.9% |
| 5Y | +436.7% | -3.4% | +440.1% | +423.4% |
| 10Y | +151.5% | +53.9% | +97.7% | +105.6% |
| All | +2,864.0% | +5,185.2% | -2,321.2% | +662.7% |
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