+52.4%
JD vs BDX
+199.1%
-146.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.1% |
| 7D | -4.1% | +2.9% | -7.0% | -5.3% |
| 30D | +4.6% | +15.4% | -10.8% | -1.5% |
| 3M | -4.7% | +20.5% | -25.3% | -12.1% |
| 6M | -17.4% | +53.2% | -70.5% | -31.4% |
| YTD | +0.7% | +45.7% | -45.0% | -15.2% |
| 1Y | -5.9% | +47.3% | -53.1% | -21.2% |
| 3Y | +18.9% | +25.1% | -6.2% | +4.5% |
| 5Y | -62.9% | +27.4% | -90.4% | -68.4% |
| 10Y | +32.5% | +95.4% | -62.9% | -20.9% |
| All | +52.4% | +199.1% | -146.7% | -35.4% |
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