+1,593.8%
META vs BDX
+370.9%
+1,222.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +3.3% | +7.3% | -4.0% | +1.0% |
| 30D | -10.8% | +15.7% | -26.5% | -14.8% |
| 3M | +7.9% | +19.1% | -11.2% | +2.0% |
| 6M | +5.4% | +44.1% | -38.7% | -6.4% |
| YTD | -2.6% | +42.1% | -44.6% | -13.5% |
| 1Y | +1.9% | +52.6% | -50.7% | -11.8% |
| 3Y | +97.0% | +22.6% | +74.4% | +78.9% |
| 5Y | +97.6% | +23.3% | +74.3% | +75.7% |
| 10Y | +436.0% | +84.8% | +351.2% | +269.4% |
| All | +1,593.8% | +370.9% | +1,222.9% | +767.3% |
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