+83.7%
META vs BDX
+23.7%
+60.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.8% | +7.1% | -7.9% | -1.9% |
| 30D | -15.4% | +17.6% | -33.0% | -17.6% |
| 3M | +3.5% | +20.4% | -16.9% | +0.3% |
| 6M | -0.3% | +48.3% | -48.5% | -6.6% |
| YTD | -7.3% | +41.6% | -48.9% | -12.7% |
| 1Y | -1.1% | +55.7% | -56.8% | -8.4% |
| 3Y | +95.1% | +10.6% | +84.4% | +91.3% |
| All | +83.7% | +23.7% | +60.0% | +83.5% |
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