+73.5%
MSFT vs BDX
-3.5%
+77.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.4% |
| 7D | -3.5% | -5.4% | +1.9% | -2.7% |
| 30D | -2.1% | -2.2% | +0.1% | -1.8% |
| 3M | +24.2% | +20.1% | +4.1% | +20.8% |
| 6M | +21.9% | +9.1% | +12.8% | +20.1% |
| YTD | +2.5% | +17.9% | -15.4% | -0.4% |
| 1Y | -0.8% | +22.1% | -22.8% | -4.3% |
| 3Y | +50.8% | -10.5% | +61.3% | +55.8% |
| 5Y | +73.5% | -2.6% | +76.1% | +78.4% |
| All | +73.5% | -3.5% | +77.0% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling