+119.6%
GLW vs BDX
+21.5%
+98.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.6% |
| 7D | +11.7% | -5.4% | +17.1% | +10.2% |
| 30D | +2.7% | -2.2% | +4.8% | +2.1% |
| 3M | -2.8% | +20.1% | -22.9% | -0.1% |
| 6M | +20.2% | +9.1% | +11.1% | +27.2% |
| YTD | +87.3% | +17.9% | +69.4% | +98.7% |
| 1Y | +119.6% | +22.1% | +97.5% | +133.7% |
| All | +119.6% | +21.5% | +98.1% | +133.7% |
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 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