+273.7%
IR vs BDX
+45.6%
+228.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -4.5% | -3.2% | -1.3% | -3.3% |
| 30D | -13.9% | -2.5% | -11.4% | -13.1% |
| 3M | -0.3% | +21.4% | -21.8% | -8.0% |
| 6M | -14.3% | +10.4% | -24.7% | -17.9% |
| YTD | -7.9% | +18.8% | -26.7% | -14.5% |
| 1Y | -9.9% | +21.7% | -31.6% | -17.1% |
| 3Y | +6.5% | -10.0% | +16.5% | +8.0% |
| 5Y | +34.0% | -1.8% | +35.8% | +29.5% |
| All | +273.7% | +45.6% | +228.1% | +212.2% |
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