+7.3%
MSCI vs BDX
-9.6%
+16.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -3.2% |
| 7D | -2.1% | -4.3% | +2.2% | -1.3% |
| 30D | -1.7% | +1.3% | -3.0% | -2.0% |
| 3M | -8.2% | +20.2% | -28.5% | -11.2% |
| 6M | -2.4% | +8.6% | -11.1% | -4.0% |
| YTD | -2.8% | +19.0% | -21.8% | -6.4% |
| 1Y | -2.7% | +21.2% | -23.8% | -6.7% |
| 3Y | +7.3% | -9.7% | +17.0% | +10.9% |
| All | +7.3% | -9.6% | +16.9% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling