+34,456.9%
LOW vs BDX
+5,237.1%
+29,219.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -0.6% | -3.6% | +2.9% | +0.6% |
| 30D | -9.3% | +0.7% | -10.0% | -9.5% |
| 3M | -8.1% | +19.0% | -27.0% | -13.7% |
| 6M | -19.8% | +10.8% | -30.5% | -22.7% |
| YTD | -16.4% | +20.1% | -36.5% | -21.9% |
| 1Y | -24.7% | +23.1% | -47.7% | -30.3% |
| 3Y | -8.8% | -8.8% | 0.0% | -8.0% |
| 5Y | +7.8% | -1.4% | +9.2% | +5.0% |
| 10Y | +233.8% | +60.5% | +173.3% | +167.8% |
| All | +34,456.9% | +5,237.1% | +29,219.8% | +6,797.8% |
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