+4.0%
NDAQ vs BDX
+27.3%
-23.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.6% |
| 7D | -2.4% | -2.5% | +0.1% | -2.1% |
| 30D | +2.5% | +8.3% | -5.8% | +1.3% |
| 3M | +9.9% | +24.4% | -14.5% | +7.0% |
| 6M | +9.4% | +9.2% | +0.3% | +6.3% |
| YTD | +0.4% | +22.7% | -22.3% | -4.2% |
| 1Y | +4.0% | +25.9% | -21.8% | -1.9% |
| All | +4.0% | +27.3% | -23.3% | -1.9% |
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 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