+101.6%
PSX vs BDX
+22.7%
+78.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | +1.7% | -3.2% | +4.9% | +1.8% |
| 30D | +15.6% | -2.5% | +18.2% | +15.7% |
| 3M | +46.5% | +21.4% | +25.1% | +45.7% |
| 6M | +55.0% | +10.4% | +44.6% | +57.3% |
| YTD | +105.3% | +18.8% | +86.4% | +101.7% |
| 1Y | +101.6% | +21.7% | +79.9% | +96.8% |
| All | +101.6% | +22.7% | +78.8% | +96.8% |
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