+1,511.3%
META vs BDX
+369.3%
+1,142.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -0.8% | +7.1% | -7.9% | -2.9% |
| 30D | -15.4% | +17.6% | -33.0% | -19.6% |
| 3M | +3.5% | +20.4% | -16.9% | -2.5% |
| 6M | -0.3% | +48.3% | -48.5% | -12.3% |
| YTD | -7.3% | +41.6% | -48.9% | -17.7% |
| 1Y | -1.1% | +55.7% | -56.8% | -14.9% |
| 3Y | +95.1% | +10.6% | +84.4% | +83.9% |
| 5Y | +80.6% | +24.0% | +56.6% | +60.1% |
| 10Y | +410.1% | +84.8% | +325.3% | +251.2% |
| All | +1,511.3% | +369.3% | +1,142.0% | +725.8% |
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