+2,417.1%
MSCI vs BDX
+300.2%
+2,117.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.6% |
| 7D | +0.4% | -2.5% | +2.9% | +1.8% |
| 30D | +0.6% | +8.3% | -7.7% | -3.9% |
| 3M | -7.1% | +24.4% | -31.5% | -18.2% |
| 6M | +0.8% | +9.2% | -8.3% | -5.0% |
| YTD | +1.0% | +22.7% | -21.7% | -11.8% |
| 1Y | +4.3% | +25.9% | -21.6% | -10.7% |
| 3Y | +9.9% | -10.5% | +20.4% | +11.3% |
| 5Y | -6.8% | +1.9% | -8.7% | -14.6% |
| 10Y | +614.7% | +58.7% | +556.0% | +357.3% |
| All | +2,417.1% | +300.2% | +2,117.0% | +683.2% |
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 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