+2,243.5%
JHX vs BDX
+846.8%
+1,396.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | -6.3% | -3.2% | -3.2% | -5.1% |
| 30D | -7.7% | -2.5% | -5.2% | -6.8% |
| 3M | +19.2% | +21.4% | -2.2% | +9.8% |
| 6M | +38.3% | +10.4% | +27.9% | +32.3% |
| YTD | +37.2% | +18.8% | +18.4% | +27.4% |
| 1Y | +42.3% | +21.7% | +20.6% | +30.8% |
| 3Y | -4.4% | -10.0% | +5.6% | -2.4% |
| 5Y | -26.4% | -1.8% | -24.6% | -28.0% |
| 10Y | +106.3% | +58.8% | +47.5% | +61.8% |
| All | +2,243.5% | +846.8% | +1,396.7% | +1,167.5% |
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