+143.8%
IBM vs BDX
+59.3%
+84.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | +3.6% | -3.2% | +6.7% | +4.7% |
| 30D | +3.1% | -2.5% | +5.6% | +4.0% |
| 3M | -10.8% | +21.4% | -32.3% | -16.5% |
| 6M | -0.8% | +10.4% | -11.2% | -4.3% |
| YTD | -16.2% | +18.8% | -35.0% | -21.6% |
| 1Y | -2.9% | +21.7% | -24.6% | -10.0% |
| 3Y | +79.8% | -10.0% | +89.8% | +82.9% |
| 5Y | +124.9% | -1.8% | +126.7% | +117.8% |
| All | +143.8% | +59.3% | +84.5% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling