+367.0%
PSX vs BDX
-3.5%
+370.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | +1.5% | -5.4% | +6.9% | +2.6% |
| 30D | +15.8% | -2.2% | +18.0% | +16.3% |
| 3M | +43.0% | +20.1% | +22.9% | +37.2% |
| 6M | +61.1% | +9.1% | +52.0% | +57.8% |
| YTD | +104.5% | +17.9% | +86.6% | +96.0% |
| 1Y | +102.5% | +22.1% | +80.5% | +92.2% |
| 3Y | +133.5% | -10.5% | +144.0% | +134.1% |
| 5Y | +367.0% | -2.6% | +369.6% | +341.4% |
| All | +367.0% | -3.5% | +370.4% | +341.4% |
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