+51.4%
PYPL vs BDX
+101.8%
-50.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.3% |
| 7D | +2.7% | -2.5% | +5.2% | +3.9% |
| 30D | -4.9% | +8.3% | -13.1% | -8.5% |
| 3M | +28.9% | +24.4% | +4.5% | +16.3% |
| 6M | +18.2% | +9.2% | +9.1% | +13.0% |
| YTD | -5.0% | +22.7% | -27.7% | -14.7% |
| 1Y | -18.8% | +25.9% | -44.7% | -28.1% |
| 3Y | -12.6% | -10.5% | -2.1% | -10.2% |
| 5Y | -80.8% | +1.9% | -82.7% | -81.8% |
| 10Y | +49.9% | +58.7% | -8.8% | +1.9% |
| All | +51.4% | +101.8% | -50.5% | -17.7% |
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