-5.4%
JD vs BDX
+27.3%
-32.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.1% |
| 7D | -1.7% | -2.5% | +0.9% | -1.3% |
| 30D | -13.2% | +8.3% | -21.4% | -14.2% |
| 3M | -3.2% | +24.4% | -27.6% | -6.3% |
| 6M | +15.2% | +9.2% | +6.0% | +14.7% |
| YTD | +2.0% | +22.7% | -20.7% | -0.6% |
| 1Y | -5.4% | +25.9% | -31.3% | -7.1% |
| All | -5.4% | +27.3% | -32.7% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling