+2,762.0%
MSCI vs BDX
+370.0%
+2,392.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | -0.7% | +1.0% | -1.7% | -1.2% |
| 30D | +16.2% | +15.1% | +1.0% | +7.6% |
| 3M | +16.1% | +18.2% | -2.1% | +5.7% |
| 6M | +12.9% | +48.1% | -35.2% | -9.8% |
| YTD | +14.8% | +44.1% | -29.3% | -8.3% |
| 1Y | +13.8% | +46.4% | -32.6% | -10.1% |
| 3Y | +31.2% | +24.4% | +6.9% | +9.7% |
| 5Y | +5.6% | +26.1% | -20.5% | -14.3% |
| 10Y | +806.4% | +93.3% | +713.1% | +417.9% |
| All | +2,762.0% | +370.0% | +2,392.0% | +714.4% |
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