+1,527.5%
META vs BDX
+306.8%
+1,220.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | +6.7% | -2.5% | +9.2% | +7.5% |
| 30D | +4.8% | +8.3% | -3.5% | +2.1% |
| 3M | -1.6% | +24.4% | -26.0% | -8.3% |
| 6M | -7.5% | +9.2% | -16.6% | -10.3% |
| YTD | -6.4% | +22.7% | -29.1% | -12.9% |
| 1Y | -17.3% | +25.9% | -43.2% | -23.9% |
| 3Y | +109.9% | -10.5% | +120.4% | +113.0% |
| 5Y | +65.4% | +1.9% | +63.4% | +56.8% |
| 10Y | +391.8% | +58.7% | +333.1% | +256.0% |
| All | +1,527.5% | +306.8% | +1,220.7% | +773.8% |
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