+5,526.8%
MS vs BDX
+5,295.4%
+231.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -1.7% | +2.5% | -4.3% | -3.1% |
| 30D | +0.9% | +13.6% | -12.6% | -5.6% |
| 3M | -10.8% | +18.9% | -29.8% | -18.9% |
| 6M | +0.9% | +51.8% | -50.9% | -20.1% |
| YTD | +9.8% | +43.3% | -33.5% | -11.1% |
| 1Y | +17.1% | +48.0% | -30.9% | -6.9% |
| 3Y | +175.7% | +23.7% | +152.0% | +133.4% |
| 5Y | +125.9% | +24.9% | +101.0% | +86.9% |
| 10Y | +556.2% | +92.2% | +464.0% | +305.3% |
| All | +5,526.8% | +5,295.4% | +231.4% | +863.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling