+485.4%
P vs BDX
+108.3%
+377.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.8% |
| 7D | +6.5% | -2.5% | +9.1% | +7.3% |
| 30D | +18.8% | +8.3% | +10.6% | +16.2% |
| 3M | +26.7% | +24.4% | +2.4% | +18.1% |
| 6M | +62.2% | +9.2% | +53.0% | +57.1% |
| YTD | +48.5% | +22.7% | +25.8% | +38.2% |
| 1Y | +26.4% | +25.9% | +0.5% | +16.0% |
| 3Y | +159.4% | -10.5% | +169.9% | +164.6% |
| 5Y | +275.8% | +1.9% | +273.9% | +254.4% |
| 10Y | +732.0% | +58.7% | +673.3% | +514.2% |
| All | +485.4% | +108.3% | +377.0% | +405.0% |
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