+17.2%
O vs BDX
-3.5%
+20.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -3.5% | -5.4% | +1.9% | -2.1% |
| 30D | -3.3% | -2.2% | -1.1% | -2.8% |
| 3M | -2.8% | +20.1% | -22.9% | -7.7% |
| 6M | -5.8% | +9.1% | -14.8% | -8.2% |
| YTD | +9.4% | +17.9% | -8.5% | +3.9% |
| 1Y | +5.7% | +22.1% | -16.4% | -0.8% |
| 3Y | +27.2% | -10.5% | +37.8% | +30.7% |
| 5Y | +17.2% | -2.6% | +19.8% | +17.0% |
| All | +17.2% | -3.5% | +20.7% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling