+66.1%
OTIS vs BDX
+8.6%
+57.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.5% |
| 7D | -5.0% | -5.4% | +0.4% | -3.5% |
| 30D | -6.5% | -2.2% | -4.3% | -5.9% |
| 3M | -2.0% | +20.1% | -22.0% | -7.1% |
| 6M | -20.2% | +9.1% | -29.2% | -22.3% |
| YTD | -21.0% | +17.9% | -38.9% | -24.9% |
| 1Y | -20.9% | +22.1% | -42.9% | -25.6% |
| 3Y | -13.3% | -10.5% | -2.8% | -12.1% |
| 5Y | -18.5% | -2.6% | -15.9% | -20.2% |
| All | +66.1% | +8.6% | +57.6% | +43.5% |
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