+96.9%
PSX vs BDX
+54.0%
+42.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.6% | -10.1% | -4.4% |
| 7D | -5.2% | +7.2% | -12.4% | -5.0% |
| 30D | -3.7% | +15.8% | -19.5% | -3.8% |
| 3M | +26.8% | +23.7% | +3.1% | +26.6% |
| 6M | +47.3% | +44.8% | +2.5% | +45.8% |
| YTD | +105.4% | +39.8% | +65.6% | +97.6% |
| 1Y | +96.9% | +52.3% | +44.6% | +83.5% |
| All | +96.9% | +54.0% | +42.9% | +83.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling