+44.7%
MS vs BDX
+22.7%
+22.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | +1.7% | -3.6% | +5.2% | +1.7% |
| 30D | 0.0% | +0.7% | -0.7% | 0.0% |
| 3M | +3.0% | +19.0% | -16.0% | +2.5% |
| 6M | +35.7% | +10.8% | +24.9% | +37.2% |
| YTD | +23.3% | +20.1% | +3.2% | +23.0% |
| 1Y | +44.7% | +23.1% | +21.6% | +43.5% |
| All | +44.7% | +22.7% | +22.0% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling