+547.6%
P vs BDX
+144.7%
+403.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.2% |
| 7D | +17.8% | +1.0% | +16.8% | +17.6% |
| 30D | -29.9% | +15.1% | -45.0% | -32.7% |
| 3M | -1.2% | +18.2% | -19.4% | -6.0% |
| 6M | +32.1% | +48.1% | -16.0% | +16.7% |
| YTD | +64.3% | +44.1% | +20.2% | +45.7% |
| 1Y | +24.3% | +46.4% | -22.1% | +9.4% |
| 3Y | +203.2% | +24.4% | +178.9% | +174.8% |
| 5Y | +290.4% | +26.1% | +264.3% | +242.5% |
| 10Y | +680.9% | +93.3% | +587.6% | +440.7% |
| All | +547.6% | +144.7% | +403.0% | +432.5% |
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