-1.4%
LOW vs BDX
+54.0%
-55.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.6% | +1.9% | +4.5% |
| 7D | +15.6% | +7.2% | +8.4% | +11.5% |
| 30D | +28.6% | +15.8% | +12.8% | +19.5% |
| 3M | +5.8% | +23.7% | -17.8% | -5.2% |
| 6M | +3.8% | +44.8% | -41.0% | -14.3% |
| YTD | -2.8% | +39.8% | -42.6% | -17.8% |
| 1Y | -1.4% | +52.3% | -53.7% | -19.6% |
| All | -1.4% | +54.0% | -55.4% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling