+126.3%
PAAS vs BDX
-1.9%
+128.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.4% |
| 7D | +2.6% | -3.6% | +6.2% | +4.0% |
| 30D | +2.5% | +0.7% | +1.8% | +2.3% |
| 3M | +15.1% | +19.0% | -3.9% | +7.9% |
| 6M | -12.1% | +10.8% | -22.8% | -15.4% |
| YTD | +3.1% | +20.1% | -17.1% | -4.0% |
| 1Y | +50.8% | +23.1% | +27.8% | +38.9% |
| 3Y | +259.5% | -8.8% | +268.3% | +276.1% |
| 5Y | +126.3% | -1.4% | +127.7% | +111.2% |
| All | +126.3% | -1.9% | +128.2% | +111.2% |
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