+16.4%
JD vs BDX
+58.0%
-41.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | -2.6% | -5.4% | +2.8% | -0.6% |
| 30D | -15.4% | -2.2% | -13.2% | -14.7% |
| 3M | -5.0% | +20.1% | -25.1% | -11.6% |
| 6M | +0.9% | +9.1% | -8.1% | -2.8% |
| YTD | -2.5% | +17.9% | -20.4% | -9.1% |
| 1Y | -16.0% | +22.1% | -38.1% | -23.0% |
| 3Y | -8.5% | -10.5% | +2.0% | -6.8% |
| 5Y | -61.8% | -2.6% | -59.2% | -62.9% |
| All | +16.4% | +58.0% | -41.6% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling