+46.2%
MSFT vs BDX
+25.0%
+21.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -1.3% | +2.9% | -4.2% | -1.4% |
| 30D | -1.8% | +15.4% | -17.3% | -2.2% |
| 3M | +5.6% | +20.5% | -14.9% | +5.1% |
| 6M | +29.8% | +53.2% | -23.4% | +29.3% |
| YTD | +9.0% | +45.7% | -36.7% | +8.4% |
| 1Y | +4.9% | +47.3% | -42.3% | +4.4% |
| 3Y | +46.2% | +25.1% | +21.2% | +44.9% |
| All | +46.2% | +25.0% | +21.2% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling