+6,288.2%
MS vs BDX
+4,519.2%
+1,769.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.1% |
| 7D | +1.4% | -2.5% | +3.9% | +2.7% |
| 30D | -0.3% | +8.3% | -8.5% | -4.5% |
| 3M | +0.3% | +24.4% | -24.1% | -11.4% |
| 6M | +31.3% | +9.2% | +22.2% | +23.6% |
| YTD | +24.7% | +22.7% | +1.9% | +9.8% |
| 1Y | +47.9% | +25.9% | +22.0% | +28.0% |
| 3Y | +178.3% | -10.5% | +188.8% | +180.0% |
| 5Y | +144.9% | +1.9% | +143.0% | +125.8% |
| 10Y | +804.5% | +58.7% | +745.8% | +518.8% |
| All | +6,288.2% | +4,519.2% | +1,769.1% | +1,090.0% |
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 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