+1,593.7%
META vs BDX
+376.7%
+1,217.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.6% |
| 7D | +5.7% | +8.4% | -2.7% | +3.1% |
| 30D | -10.8% | +17.1% | -27.9% | -15.1% |
| 3M | +8.4% | +22.4% | -14.0% | +1.6% |
| 6M | +5.4% | +45.9% | -40.5% | -6.8% |
| YTD | -2.6% | +43.8% | -46.4% | -13.8% |
| 1Y | +3.5% | +57.8% | -54.3% | -11.3% |
| 3Y | +102.0% | +25.4% | +76.6% | +82.0% |
| 5Y | +93.1% | +26.0% | +67.1% | +70.4% |
| 10Y | +425.7% | +88.0% | +337.7% | +260.0% |
| All | +1,593.7% | +376.7% | +1,217.0% | +764.1% |
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