+116.8%
NDAQ vs BDX
+25.0%
+91.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | +1.3% | +2.9% | -1.6% | +0.6% |
| 30D | +18.0% | +15.4% | +2.5% | +14.4% |
| 3M | +11.5% | +20.5% | -9.0% | +7.2% |
| 6M | +21.1% | +53.2% | -32.1% | +11.0% |
| YTD | +12.8% | +45.7% | -32.9% | +3.6% |
| 1Y | +25.7% | +47.3% | -21.6% | +15.1% |
| 3Y | +116.8% | +25.1% | +91.8% | +104.5% |
| All | +116.8% | +25.0% | +91.8% | +104.5% |
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