+2,627.5%
NDAQ vs BDX
+1,135.1%
+1,492.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.7% |
| 7D | +1.3% | +2.9% | -1.6% | -0.1% |
| 30D | +18.0% | +15.4% | +2.5% | +10.1% |
| 3M | +11.5% | +20.5% | -9.0% | +1.7% |
| 6M | +21.1% | +53.2% | -32.1% | -1.9% |
| YTD | +12.8% | +45.7% | -32.9% | -7.5% |
| 1Y | +25.7% | +47.3% | -21.6% | +2.5% |
| 3Y | +116.8% | +25.1% | +91.8% | +85.9% |
| 5Y | +67.3% | +27.4% | +39.8% | +38.9% |
| 10Y | +473.3% | +95.4% | +378.0% | +252.3% |
| All | +2,627.5% | +1,135.1% | +1,492.4% | +605.8% |
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