+620.6%
MSCI vs BDX
+59.3%
+561.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | -3.2% | -3.2% | 0.0% | -1.8% |
| 30D | -1.1% | -2.5% | +1.4% | -0.1% |
| 3M | -6.3% | +21.4% | -27.8% | -14.5% |
| 6M | +2.1% | +10.4% | -8.3% | -3.0% |
| YTD | -2.3% | +18.8% | -21.1% | -11.1% |
| 1Y | -3.9% | +21.7% | -25.6% | -13.9% |
| 3Y | +7.5% | -10.0% | +17.4% | +9.4% |
| 5Y | -9.8% | -1.8% | -8.0% | -13.7% |
| All | +620.6% | +59.3% | +561.3% | +436.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling