+184.7%
MS vs BDX
-6.9%
+191.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +1.4% | -2.5% | +3.9% | +1.9% |
| 30D | -0.3% | +8.3% | -8.5% | -1.9% |
| 3M | +0.3% | +24.4% | -24.1% | -4.6% |
| 6M | +31.3% | +9.2% | +22.2% | +29.3% |
| YTD | +24.7% | +22.7% | +1.9% | +18.6% |
| 1Y | +47.9% | +25.9% | +22.0% | +39.6% |
| All | +184.7% | -6.9% | +191.6% | +192.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling