+291.1%
P vs BDX
-1.5%
+292.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.8% |
| 7D | +7.8% | -4.3% | +12.1% | +8.1% |
| 30D | +12.3% | +1.3% | +11.0% | +12.2% |
| 3M | +37.1% | +20.2% | +16.9% | +35.6% |
| 6M | +66.1% | +8.6% | +57.5% | +66.4% |
| YTD | +50.9% | +19.0% | +32.0% | +49.6% |
| 1Y | +27.2% | +21.2% | +6.0% | +25.7% |
| 3Y | +158.7% | -9.7% | +168.4% | +167.1% |
| 5Y | +291.1% | -3.4% | +294.5% | +296.3% |
| All | +291.1% | -1.5% | +292.6% | +296.3% |
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 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