+478.1%
GLW vs BDX
-9.0%
+487.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.5% |
| 7D | +16.9% | -3.6% | +20.4% | +17.1% |
| 30D | +7.0% | +0.7% | +6.3% | +6.9% |
| 3M | -3.0% | +19.0% | -21.9% | -4.6% |
| 6M | +31.0% | +10.8% | +20.2% | +30.6% |
| YTD | +93.4% | +20.1% | +73.3% | +90.3% |
| 1Y | +134.7% | +23.1% | +111.7% | +129.7% |
| All | +478.1% | -9.0% | +487.0% | +492.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling