+23,639.3%
PH vs BDX
+6,371.9%
+17,267.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +4.3% | +2.9% | +1.4% | +3.4% |
| 30D | +0.1% | +15.4% | -15.3% | -4.8% |
| 3M | -9.4% | +20.5% | -29.9% | -15.2% |
| 6M | +8.8% | +53.2% | -44.4% | -6.4% |
| YTD | +9.6% | +45.7% | -36.1% | -4.4% |
| 1Y | +14.4% | +47.3% | -32.8% | -0.5% |
| 3Y | +134.5% | +25.1% | +109.5% | +112.2% |
| 5Y | +204.4% | +27.4% | +177.0% | +171.1% |
| 10Y | +697.3% | +95.4% | +601.9% | +515.1% |
| All | +23,639.3% | +6,371.9% | +17,267.4% | +7,082.6% |
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