+123.2%
GLW vs BDX
+27.3%
+95.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +5.3% |
| 7D | +3.8% | -2.5% | +6.3% | +3.2% |
| 30D | -1.3% | +8.3% | -9.6% | +0.5% |
| 3M | -21.8% | +24.4% | -46.2% | -18.7% |
| 6M | +6.9% | +9.2% | -2.3% | +15.6% |
| YTD | +77.2% | +22.7% | +54.4% | +90.2% |
| 1Y | +123.2% | +25.9% | +97.4% | +141.0% |
| All | +123.2% | +27.3% | +95.9% | +141.0% |
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 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