+1,422.9%
RF vs BDX
+6,211.0%
-4,788.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +0.3% | +7.3% | -6.9% | -2.1% |
| 30D | +6.2% | +15.7% | -9.5% | +0.9% |
| 3M | -7.8% | +19.1% | -26.9% | -13.4% |
| 6M | +5.9% | +44.1% | -38.2% | -7.0% |
| YTD | +9.0% | +42.1% | -33.0% | -4.0% |
| 1Y | +19.3% | +52.6% | -33.4% | +2.4% |
| 3Y | +116.4% | +22.6% | +93.9% | +97.2% |
| 5Y | +46.0% | +23.3% | +22.7% | +31.7% |
| 10Y | +239.8% | +84.8% | +155.0% | +161.8% |
| All | +1,422.9% | +6,211.0% | -4,788.1% | +433.0% |
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