+5.6%
MSCI vs BDX
+27.1%
-21.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.0% |
| 7D | +3.0% | +2.9% | +0.1% | +2.1% |
| 30D | +17.8% | +15.4% | +2.4% | +12.7% |
| 3M | +15.2% | +20.5% | -5.3% | +8.6% |
| 6M | +16.5% | +53.2% | -36.7% | +1.8% |
| YTD | +16.4% | +45.7% | -29.3% | +2.3% |
| 1Y | +16.8% | +47.3% | -30.4% | +2.2% |
| 3Y | +35.8% | +25.1% | +10.7% | +24.4% |
| All | +5.6% | +27.1% | -21.5% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling