+112.4%
MS vs BDX
+24.6%
+87.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | -1.6% | +7.1% | -8.6% | -3.4% |
| 30D | -3.8% | +17.6% | -21.4% | -8.1% |
| 3M | -14.6% | +20.4% | -35.0% | -19.1% |
| 6M | -5.1% | +48.3% | -53.3% | -16.2% |
| YTD | +4.5% | +41.6% | -37.1% | -6.5% |
| 1Y | +13.5% | +55.7% | -42.2% | -1.9% |
| 3Y | +160.4% | +10.6% | +149.8% | +152.8% |
| All | +112.4% | +24.6% | +87.8% | +99.6% |
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