+46.8%
IR vs BDX
+25.5%
+21.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +4.3% | +1.0% | +3.2% | +3.9% |
| 30D | +8.1% | +15.1% | -7.0% | +2.3% |
| 3M | +0.7% | +18.2% | -17.5% | -5.7% |
| 6M | +16.6% | +48.1% | -31.5% | -0.1% |
| YTD | +7.8% | +44.1% | -36.3% | -7.0% |
| 1Y | +9.9% | +46.4% | -36.5% | -5.6% |
| 3Y | +25.2% | +24.4% | +0.9% | +11.5% |
| 5Y | +46.8% | +26.1% | +20.7% | +31.7% |
| All | +46.8% | +25.5% | +21.3% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling