+5,367.1%
O vs BDX
+3,141.3%
+2,225.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.3% |
| 7D | -0.6% | -4.3% | +3.7% | +0.5% |
| 30D | -2.0% | +1.3% | -3.2% | -2.3% |
| 3M | +3.0% | +20.2% | -17.2% | -1.5% |
| 6M | -3.6% | +8.6% | -12.3% | -5.9% |
| YTD | +12.1% | +19.0% | -6.9% | +7.0% |
| 1Y | +8.9% | +21.2% | -12.3% | +3.4% |
| 3Y | +30.3% | -9.7% | +40.0% | +31.1% |
| 5Y | +13.7% | -3.4% | +17.1% | +12.0% |
| 10Y | +50.3% | +53.9% | -3.6% | +31.5% |
| All | +5,367.1% | +3,141.3% | +2,225.8% | +2,942.6% |
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