+469.4%
PWR vs BDX
-2.2%
+471.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +5.1% |
| 7D | +4.2% | -3.2% | +7.4% | +4.3% |
| 30D | -4.0% | -2.5% | -1.5% | -4.0% |
| 3M | -4.8% | +21.4% | -26.2% | -6.1% |
| 6M | +14.6% | +10.4% | +4.2% | +14.1% |
| YTD | +54.2% | +18.8% | +35.4% | +52.1% |
| 1Y | +67.1% | +21.7% | +45.4% | +64.4% |
| 3Y | +218.5% | -10.0% | +228.4% | +227.9% |
| All | +469.4% | -2.2% | +471.7% | +477.8% |
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 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