+1,514.2%
RF vs BDX
+5,351.6%
-3,837.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.5% |
| 7D | +1.3% | -2.5% | +3.8% | +2.2% |
| 30D | -3.6% | +8.3% | -11.9% | -6.3% |
| 3M | +8.1% | +24.4% | -16.3% | 0.0% |
| 6M | +11.5% | +9.2% | +2.3% | +7.6% |
| YTD | +15.6% | +22.7% | -7.1% | +7.1% |
| 1Y | +15.7% | +25.9% | -10.2% | +6.2% |
| 3Y | +86.9% | -10.5% | +97.4% | +89.5% |
| 5Y | +89.8% | +1.9% | +87.9% | +82.7% |
| 10Y | +344.7% | +58.7% | +286.0% | +261.0% |
| All | +1,514.2% | +5,351.6% | -3,837.4% | +494.8% |
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 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