+4,542.6%
GLW vs BDX
+5,351.6%
-809.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.2% |
| 7D | +3.8% | -2.5% | +6.3% | +4.6% |
| 30D | -1.3% | +8.3% | -9.6% | -4.0% |
| 3M | -21.8% | +24.4% | -46.2% | -28.0% |
| 6M | +6.9% | +9.2% | -2.3% | +2.5% |
| YTD | +77.2% | +22.7% | +54.4% | +63.1% |
| 1Y | +123.2% | +25.9% | +97.4% | +103.4% |
| 3Y | +400.0% | -10.5% | +410.5% | +400.6% |
| 5Y | +342.8% | +1.9% | +340.9% | +320.6% |
| 10Y | +771.4% | +58.7% | +712.7% | +608.9% |
| All | +4,542.6% | +5,351.6% | -809.0% | +1,164.5% |
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