-21.1%
LOW vs BDX
+27.3%
-48.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.0% |
| 7D | -1.7% | -2.5% | +0.8% | -0.5% |
| 30D | -7.0% | +8.3% | -15.3% | -10.7% |
| 3M | -0.9% | +24.4% | -25.3% | -11.1% |
| 6M | -20.1% | +9.2% | -29.3% | -24.4% |
| YTD | -13.9% | +22.7% | -36.6% | -22.0% |
| 1Y | -21.1% | +25.9% | -47.0% | -29.5% |
| All | -21.1% | +27.3% | -48.4% | -29.5% |
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 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