+15.9%
MS vs BDX
+58.7%
-42.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +3.1% |
| 7D | +0.7% | +8.4% | -7.6% | +0.4% |
| 30D | -0.9% | +17.1% | -18.1% | -1.4% |
| 3M | -13.0% | +22.4% | -35.4% | -13.3% |
| 6M | -2.0% | +45.9% | -47.9% | -3.3% |
| YTD | +7.8% | +43.8% | -36.0% | +6.7% |
| All | +15.9% | +58.7% | -42.8% | +12.7% |
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