+62.8%
META vs BDX
+1.9%
+60.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +6.7% | -2.5% | +9.2% | +7.2% |
| 30D | +4.8% | +8.3% | -3.5% | +3.3% |
| 3M | -1.6% | +24.4% | -26.0% | -5.2% |
| 6M | -7.5% | +9.2% | -16.6% | -9.0% |
| YTD | -6.4% | +22.7% | -29.1% | -9.8% |
| 1Y | -17.3% | +25.9% | -43.2% | -20.8% |
| 3Y | +109.9% | -10.5% | +120.4% | +115.8% |
| All | +62.8% | +1.9% | +60.9% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling