+133,470.8%
MSFT vs BDX
+5,351.6%
+128,119.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -2.7% | -2.5% | -0.2% | -1.9% |
| 30D | +2.7% | +8.3% | -5.5% | +0.3% |
| 3M | +17.0% | +24.4% | -7.4% | +9.3% |
| 6M | +23.8% | +9.2% | +14.6% | +20.0% |
| YTD | +4.0% | +22.7% | -18.7% | -3.0% |
| 1Y | -0.8% | +25.9% | -26.7% | -8.5% |
| 3Y | +55.6% | -10.5% | +66.1% | +55.7% |
| 5Y | +72.9% | +1.9% | +71.0% | +64.7% |
| 10Y | +875.8% | +58.7% | +817.1% | +702.9% |
| All | +133,470.8% | +5,351.6% | +128,119.2% | +32,972.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling