+136.0%
GOOG vs BDX
-2.2%
+138.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | 0.0% | -3.2% | +3.2% | +0.8% |
| 30D | -2.0% | -2.5% | +0.6% | -1.4% |
| 3M | -5.9% | +21.4% | -27.3% | -10.4% |
| 6M | +8.9% | +10.4% | -1.5% | +6.0% |
| YTD | +7.1% | +18.8% | -11.7% | +2.1% |
| 1Y | +39.7% | +21.7% | +18.0% | +32.2% |
| 3Y | +145.8% | -10.0% | +155.8% | +152.2% |
| All | +136.0% | -2.2% | +138.3% | +138.2% |
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