-61.6%
JD vs BDX
-1.9%
-59.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.4% | -2.7% |
| 7D | -3.0% | -3.6% | +0.6% | -2.0% |
| 30D | -19.3% | +0.7% | -20.0% | -19.5% |
| 3M | -6.0% | +19.0% | -25.0% | -10.8% |
| 6M | +1.8% | +10.8% | -9.0% | -1.4% |
| YTD | -2.6% | +20.1% | -22.7% | -8.2% |
| 1Y | -17.4% | +23.1% | -40.5% | -22.9% |
| 3Y | -8.6% | -8.8% | +0.2% | -6.9% |
| 5Y | -61.6% | -1.4% | -60.2% | -64.7% |
| All | -61.6% | -1.9% | -59.7% | -64.7% |
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