+23.9%
IR vs BDX
+25.0%
-1.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +2.5% | +2.9% | -0.4% | +1.5% |
| 30D | +9.2% | +15.4% | -6.3% | +3.5% |
| 3M | +0.9% | +20.5% | -19.6% | -5.9% |
| 6M | +19.2% | +53.2% | -33.9% | +1.4% |
| YTD | +7.5% | +45.7% | -38.2% | -7.1% |
| 1Y | +11.7% | +47.3% | -35.5% | -3.8% |
| 3Y | +23.9% | +25.1% | -1.1% | +9.5% |
| All | +23.9% | +25.0% | -1.1% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling