+48.9%
MSFT vs BDX
-9.5%
+58.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -1.0% | -4.1% | +3.1% | -1.0% |
| 30D | -2.7% | +0.1% | -2.8% | -2.7% |
| 3M | +22.1% | +18.3% | +3.8% | +21.9% |
| 6M | +20.6% | +10.1% | +10.4% | +20.2% |
| YTD | +2.3% | +19.4% | -17.1% | +2.1% |
| 1Y | -0.5% | +22.3% | -22.9% | -0.7% |
| All | +48.9% | -9.5% | +58.4% | +49.6% |
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