-9.9%
LOW vs BDX
-10.0%
+0.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -3.7% | -3.2% | -0.6% | -2.7% |
| 30D | -8.9% | -2.5% | -6.3% | -8.1% |
| 3M | -10.4% | +21.4% | -31.8% | -16.2% |
| 6M | -19.4% | +10.4% | -29.8% | -22.4% |
| YTD | -17.1% | +18.8% | -36.0% | -22.0% |
| 1Y | -26.3% | +21.7% | -47.9% | -31.1% |
| 3Y | -9.9% | -10.0% | +0.1% | -10.1% |
| All | -9.9% | -10.0% | +0.1% | -10.1% |
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