+2,281.8%
NDAQ vs BDX
+908.6%
+1,373.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -0.4% |
| 7D | -2.6% | -4.3% | +1.7% | -0.5% |
| 30D | +0.5% | +1.3% | -0.8% | -0.2% |
| 3M | +9.9% | +20.2% | -10.3% | +0.2% |
| 6M | +8.2% | +8.6% | -0.4% | +3.2% |
| YTD | -1.5% | +19.0% | -20.5% | -10.8% |
| 1Y | +1.3% | +21.2% | -19.9% | -9.4% |
| 3Y | +92.6% | -9.7% | +102.3% | +93.7% |
| 5Y | +53.8% | -3.4% | +57.2% | +46.5% |
| 10Y | +376.0% | +53.9% | +322.1% | +228.9% |
| All | +2,281.8% | +908.6% | +1,373.2% | +580.3% |
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