+28.6%
P vs BDX
+48.3%
-19.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -1.4% |
| 7D | +11.6% | +2.9% | +8.7% | +13.1% |
| 30D | -23.7% | +15.4% | -39.1% | -18.3% |
| 3M | -8.0% | +20.5% | -28.5% | +0.4% |
| 6M | +27.9% | +53.2% | -25.3% | +51.7% |
| YTD | +61.2% | +45.7% | +15.5% | +103.4% |
| 1Y | +28.6% | +47.3% | -18.6% | +63.6% |
| All | +28.6% | +48.3% | -19.7% | +63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling