+13,193.3%
GOOGL vs BDX
+611.8%
+12,581.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.7% |
| 7D | -1.9% | -3.6% | +1.7% | -0.4% |
| 30D | -7.5% | +0.7% | -8.1% | -7.8% |
| 3M | -9.2% | +19.0% | -28.1% | -15.9% |
| 6M | +8.1% | +10.8% | -2.7% | +2.8% |
| YTD | +5.8% | +20.1% | -14.3% | -3.2% |
| 1Y | +38.3% | +23.1% | +15.3% | +24.8% |
| 3Y | +144.8% | -8.8% | +153.6% | +144.7% |
| 5Y | +132.5% | -1.4% | +134.0% | +120.9% |
| 10Y | +746.7% | +60.5% | +686.2% | +494.1% |
| All | +13,193.3% | +611.8% | +12,581.5% | +5,103.8% |
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 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