+7.5%
IR vs BDX
-9.0%
+16.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -1.9% | -3.6% | +1.7% | -0.7% |
| 30D | -15.0% | +0.7% | -15.7% | -15.3% |
| 3M | -0.4% | +19.0% | -19.4% | -6.5% |
| 6M | -15.0% | +10.8% | -25.8% | -18.3% |
| YTD | -7.1% | +20.1% | -27.2% | -13.2% |
| 1Y | -7.5% | +23.1% | -30.6% | -14.3% |
| All | +7.5% | -9.0% | +16.5% | +2.9% |
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