+696.9%
P vs BDX
+56.2%
+640.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.3% |
| 7D | +5.0% | -3.6% | +8.6% | +6.0% |
| 30D | -0.9% | +0.7% | -1.6% | -1.2% |
| 3M | +38.7% | +19.0% | +19.7% | +31.4% |
| 6M | +54.4% | +10.8% | +43.6% | +48.9% |
| YTD | +44.8% | +20.1% | +24.7% | +35.9% |
| 1Y | +22.5% | +23.1% | -0.5% | +13.6% |
| 3Y | +148.2% | -8.8% | +157.1% | +150.8% |
| 5Y | +268.9% | -1.4% | +270.3% | +253.1% |
| 10Y | +696.9% | +60.5% | +636.4% | +529.5% |
| All | +696.9% | +56.2% | +640.7% | +529.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling