+363.0%
NDAQ vs BDX
+59.3%
+303.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -5.6% | -3.2% | -2.4% | -4.5% |
| 30D | -4.4% | -2.5% | -1.8% | -3.5% |
| 3M | +5.9% | +21.4% | -15.5% | -1.5% |
| 6M | +7.7% | +10.4% | -2.7% | +3.5% |
| YTD | -5.2% | +18.8% | -24.0% | -11.9% |
| 1Y | -3.4% | +21.7% | -25.0% | -11.3% |
| 3Y | +85.6% | -10.0% | +95.6% | +88.6% |
| 5Y | +49.5% | -1.8% | +51.3% | +44.1% |
| All | +363.0% | +59.3% | +303.7% | +264.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling