+291.3%
IR vs BDX
+50.4%
+240.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.9% |
| 7D | -2.8% | -2.5% | -0.3% | -1.8% |
| 30D | -15.1% | +8.3% | -23.4% | -17.9% |
| 3M | +6.1% | +24.4% | -18.3% | -3.0% |
| 6M | -16.8% | +9.2% | -26.0% | -19.9% |
| YTD | -3.5% | +22.7% | -26.3% | -11.6% |
| 1Y | -3.5% | +25.9% | -29.4% | -12.4% |
| 3Y | +9.5% | -10.5% | +19.9% | +11.3% |
| 5Y | +45.1% | +1.9% | +43.2% | +38.1% |
| All | +291.3% | +50.4% | +240.9% | +222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling