-16.5%
OTIS vs BDX
-2.2%
-14.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | -3.0% | -3.2% | +0.2% | -2.0% |
| 30D | -6.0% | -2.5% | -3.5% | -5.3% |
| 3M | -0.9% | +21.4% | -22.3% | -6.6% |
| 6M | -17.3% | +10.4% | -27.7% | -20.0% |
| YTD | -19.6% | +18.8% | -38.4% | -24.0% |
| 1Y | -21.0% | +21.7% | -42.7% | -26.0% |
| 3Y | -12.1% | -10.0% | -2.1% | -10.3% |
| All | -16.5% | -2.2% | -14.3% | -19.9% |
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