+40.1%
PYPL vs BDX
+59.3%
-19.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -2.3% | -3.2% | +0.9% | -0.9% |
| 30D | -9.0% | -2.5% | -6.5% | -8.1% |
| 3M | +30.6% | +21.4% | +9.2% | +19.7% |
| 6M | +18.6% | +10.4% | +8.2% | +13.0% |
| YTD | -7.2% | +18.8% | -26.0% | -14.9% |
| 1Y | -19.3% | +21.7% | -40.9% | -27.0% |
| 3Y | -12.3% | -10.0% | -2.3% | -10.3% |
| 5Y | -80.9% | -1.8% | -79.1% | -81.5% |
| All | +40.1% | +59.3% | -19.2% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling