+499.9%
P vs BDX
+141.2%
+358.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -13.3% | +7.3% | -20.6% | -15.1% |
| 30D | -34.0% | +15.7% | -49.7% | -36.8% |
| 3M | +4.1% | +19.1% | -15.0% | -1.3% |
| 6M | +30.5% | +44.1% | -13.7% | +15.8% |
| YTD | +52.2% | +42.1% | +10.1% | +35.4% |
| 1Y | +10.3% | +52.6% | -42.3% | -4.6% |
| 3Y | +180.9% | +22.6% | +158.3% | +155.5% |
| 5Y | +259.7% | +23.3% | +236.4% | +217.9% |
| 10Y | +652.6% | +84.8% | +567.8% | +430.4% |
| All | +499.9% | +141.2% | +358.7% | +395.0% |
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