+249.6%
PH vs BDX
-2.2%
+251.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -1.3% | -3.2% | +1.9% | -0.2% |
| 30D | -11.0% | -2.5% | -8.4% | -10.3% |
| 3M | +5.5% | +21.4% | -15.9% | -1.6% |
| 6M | +1.5% | +10.4% | -8.9% | -2.3% |
| YTD | +8.8% | +18.8% | -10.1% | +1.8% |
| 1Y | +24.5% | +21.7% | +2.8% | +15.3% |
| 3Y | +141.2% | -10.0% | +151.1% | +144.4% |
| All | +249.6% | -2.2% | +251.8% | +252.9% |
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