+19.0%
MSCI vs BDX
+54.0%
-35.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.6% | -0.2% | +4.5% |
| 7D | +11.5% | +7.2% | +4.3% | +10.4% |
| 30D | +22.1% | +15.8% | +6.3% | +20.1% |
| 3M | +18.4% | +23.7% | -5.3% | +16.0% |
| 6M | +16.6% | +44.8% | -28.2% | +14.1% |
| YTD | +18.8% | +39.8% | -20.9% | +14.0% |
| 1Y | +19.0% | +52.3% | -33.4% | +11.3% |
| All | +19.0% | +54.0% | -35.0% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling