-4.4%
JHX vs BDX
-10.0%
+5.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | -6.3% | -3.2% | -3.2% | -5.0% |
| 30D | -7.7% | -2.5% | -5.2% | -6.7% |
| 3M | +19.2% | +21.4% | -2.2% | +9.4% |
| 6M | +38.3% | +10.4% | +27.9% | +32.3% |
| YTD | +37.2% | +18.8% | +18.4% | +27.7% |
| 1Y | +42.3% | +21.7% | +20.6% | +31.2% |
| 3Y | -4.4% | -10.0% | +5.6% | -1.9% |
| All | -4.4% | -10.0% | +5.6% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling