+8,933.7%
ITW vs BDX
+5,136.8%
+3,796.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +1.1% |
| 7D | -2.4% | -5.4% | +3.0% | -0.6% |
| 30D | -9.5% | -2.2% | -7.4% | -8.9% |
| 3M | +6.6% | +20.1% | -13.4% | +0.1% |
| 6M | -1.8% | +9.1% | -10.8% | -5.0% |
| YTD | +9.0% | +17.9% | -8.9% | +2.6% |
| 1Y | +3.6% | +22.1% | -18.5% | -3.8% |
| 3Y | +19.4% | -10.5% | +30.0% | +21.1% |
| 5Y | +36.4% | -2.6% | +39.0% | +33.5% |
| 10Y | +190.0% | +57.5% | +132.5% | +140.1% |
| All | +8,933.7% | +5,136.8% | +3,796.9% | +2,666.2% |
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 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