+123.0%
IBM vs BDX
-2.2%
+125.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | +3.6% | -3.2% | +6.7% | +4.5% |
| 30D | +3.1% | -2.5% | +5.6% | +3.8% |
| 3M | -10.8% | +21.4% | -32.3% | -15.1% |
| 6M | -0.8% | +10.4% | -11.2% | -3.5% |
| YTD | -16.2% | +18.8% | -35.0% | -20.3% |
| 1Y | -2.9% | +21.7% | -24.6% | -8.3% |
| 3Y | +79.8% | -10.0% | +89.8% | +83.6% |
| All | +123.0% | -2.2% | +125.3% | +116.4% |
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