+145.8%
GOOG vs BDX
-10.0%
+155.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | 0.0% | -3.2% | +3.2% | +0.5% |
| 30D | -2.0% | -2.5% | +0.6% | -1.6% |
| 3M | -5.9% | +21.4% | -27.3% | -8.5% |
| 6M | +8.9% | +10.4% | -1.5% | +7.1% |
| YTD | +7.1% | +18.8% | -11.7% | +4.3% |
| 1Y | +39.7% | +21.7% | +18.0% | +35.5% |
| 3Y | +145.8% | -10.0% | +155.8% | +149.8% |
| All | +145.8% | -10.0% | +155.8% | +149.8% |
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 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