+1,131.3%
PSX vs BDX
+289.9%
+841.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.6% | +2.7% |
| 7D | +2.8% | -4.3% | +7.1% | +4.5% |
| 30D | +27.8% | +1.3% | +26.5% | +27.0% |
| 3M | +42.0% | +20.2% | +21.8% | +31.7% |
| 6M | +58.1% | +8.6% | +49.5% | +51.7% |
| YTD | +105.0% | +19.0% | +86.1% | +89.2% |
| 1Y | +104.9% | +21.2% | +83.7% | +87.3% |
| 3Y | +134.1% | -9.7% | +143.8% | +136.7% |
| 5Y | +363.8% | -3.4% | +367.2% | +345.7% |
| 10Y | +370.1% | +53.9% | +316.2% | +232.6% |
| All | +1,131.3% | +289.9% | +841.4% | +339.3% |
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