+391.7%
GLW vs BDX
-1.6%
+393.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | +16.9% | -3.6% | +20.4% | +17.5% |
| 30D | +7.0% | +0.7% | +6.3% | +6.7% |
| 3M | -3.0% | +19.0% | -21.9% | -6.8% |
| 6M | +31.0% | +10.8% | +20.2% | +28.1% |
| YTD | +93.4% | +20.1% | +73.3% | +85.0% |
| 1Y | +134.7% | +23.1% | +111.7% | +122.6% |
| 3Y | +471.8% | -8.8% | +480.6% | +488.3% |
| All | +391.7% | -1.6% | +393.3% | +377.8% |
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