+878.4%
MSFT vs BDX
+59.3%
+819.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -0.8% | -3.2% | +2.3% | +0.2% |
| 30D | +0.8% | -2.5% | +3.4% | +1.6% |
| 3M | +27.2% | +21.4% | +5.8% | +19.0% |
| 6M | +22.9% | +10.4% | +12.5% | +18.3% |
| YTD | +3.1% | +18.8% | -15.7% | -3.7% |
| 1Y | -0.3% | +21.7% | -21.9% | -7.9% |
| 3Y | +50.1% | -10.0% | +60.0% | +52.2% |
| 5Y | +74.6% | -1.8% | +76.4% | +66.9% |
| All | +878.4% | +59.3% | +819.1% | +641.2% |
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 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