+5,631.3%
OMC vs BDX
+5,237.1%
+394.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.8% |
| 7D | -4.2% | -3.6% | -0.7% | -3.2% |
| 30D | -7.5% | +0.7% | -8.2% | -7.7% |
| 3M | +4.6% | +19.0% | -14.3% | -0.7% |
| 6M | -4.8% | +10.8% | -15.6% | -8.0% |
| YTD | -1.0% | +20.1% | -21.2% | -6.8% |
| 1Y | +3.8% | +23.1% | -19.2% | -3.0% |
| 3Y | +10.2% | -8.8% | +19.0% | +10.8% |
| 5Y | +29.7% | -1.4% | +31.1% | +26.3% |
| 10Y | +32.3% | +60.5% | -28.2% | +8.7% |
| All | +5,631.3% | +5,237.1% | +394.2% | +2,129.0% |
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 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