+96.8%
META vs BDX
+25.0%
+71.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.8% |
| 7D | +5.2% | +2.9% | +2.3% | +5.0% |
| 30D | -13.0% | +15.4% | -28.4% | -13.9% |
| 3M | +7.9% | +20.5% | -12.6% | +6.5% |
| 6M | +4.2% | +53.2% | -48.9% | +1.2% |
| YTD | -2.5% | +45.7% | -48.2% | -5.0% |
| 1Y | +5.6% | +47.3% | -41.7% | +2.9% |
| 3Y | +96.8% | +25.1% | +71.7% | +88.6% |
| All | +96.8% | +25.0% | +71.8% | +88.6% |
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 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