+375.1%
META vs BDX
+53.5%
+321.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.3% |
| 7D | +6.0% | -4.3% | +10.3% | +7.3% |
| 30D | +3.6% | +1.3% | +2.3% | +3.2% |
| 3M | +4.9% | +20.2% | -15.4% | -0.4% |
| 6M | -4.7% | +8.6% | -13.3% | -7.1% |
| YTD | -6.9% | +19.0% | -25.9% | -11.7% |
| 1Y | -18.2% | +21.2% | -39.4% | -23.0% |
| 3Y | +107.8% | -9.7% | +117.5% | +109.9% |
| 5Y | +63.9% | -3.4% | +67.3% | +59.5% |
| 10Y | +375.1% | +53.9% | +321.2% | +280.4% |
| All | +375.1% | +53.5% | +321.5% | +280.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling