+9.1%
IR vs BDX
+54.0%
-44.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.0% | -2.6% |
| 7D | +11.6% | +7.2% | +4.4% | +8.5% |
| 30D | +7.2% | +15.8% | -8.6% | +0.5% |
| 3M | -5.9% | +23.7% | -29.6% | -14.5% |
| 6M | +11.5% | +44.8% | -33.4% | -6.1% |
| YTD | +6.3% | +39.8% | -33.4% | -10.2% |
| 1Y | +9.1% | +52.3% | -43.2% | -10.7% |
| All | +9.1% | +54.0% | -44.9% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling