+144.8%
MS vs BDX
-1.5%
+146.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.2% |
| 7D | +2.5% | -4.3% | +6.8% | +3.7% |
| 30D | 0.0% | +1.3% | -1.3% | -0.5% |
| 3M | +2.4% | +20.2% | -17.8% | -3.5% |
| 6M | +36.4% | +8.6% | +27.8% | +32.7% |
| YTD | +23.8% | +19.0% | +4.8% | +16.4% |
| 1Y | +48.6% | +21.2% | +27.5% | +38.6% |
| 3Y | +179.1% | -9.7% | +188.9% | +188.2% |
| 5Y | +144.8% | -3.4% | +148.2% | +142.3% |
| All | +144.8% | -1.5% | +146.3% | +142.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling