+19.1%
P vs BDX
+22.7%
-3.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.6% |
| 7D | -1.3% | -3.2% | +1.8% | -2.3% |
| 30D | -11.9% | -2.5% | -9.3% | -12.4% |
| 3M | +41.6% | +21.4% | +20.2% | +52.4% |
| 6M | +58.1% | +10.4% | +47.7% | +71.1% |
| YTD | +46.5% | +18.8% | +27.7% | +65.4% |
| 1Y | +19.1% | +21.7% | -2.6% | +39.3% |
| All | +19.1% | +22.7% | -3.7% | +39.3% |
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