-0.8%
MSFT vs BDX
+21.5%
-22.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.3% |
| 7D | -3.5% | -5.4% | +1.9% | -3.1% |
| 30D | -2.1% | -2.2% | +0.1% | -1.9% |
| 3M | +24.2% | +20.1% | +4.1% | +23.0% |
| 6M | +21.9% | +9.1% | +12.8% | +20.0% |
| YTD | +2.5% | +17.9% | -15.4% | +1.4% |
| 1Y | -0.8% | +22.1% | -22.8% | -2.1% |
| All | -0.8% | +21.5% | -22.3% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling