+2,467.6%
IBM vs BDX
+5,205.8%
-2,738.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | +3.6% | -4.1% | +7.7% | +4.7% |
| 30D | +1.5% | +0.1% | +1.4% | +1.5% |
| 3M | -12.9% | +18.3% | -31.2% | -16.5% |
| 6M | -3.9% | +10.1% | -14.0% | -6.4% |
| YTD | -17.3% | +19.4% | -36.8% | -21.3% |
| 1Y | -5.0% | +22.3% | -27.3% | -10.3% |
| 3Y | +78.2% | -9.4% | +87.6% | +79.3% |
| 5Y | +120.6% | -2.0% | +122.6% | +116.0% |
| 10Y | +144.5% | +59.6% | +84.9% | +110.5% |
| All | +2,467.6% | +5,205.8% | -2,738.2% | +890.7% |
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