+15,078.6%
ROK vs BDX
+5,205.8%
+9,872.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +0.2% | -4.1% | +4.3% | +1.7% |
| 30D | -1.8% | +0.1% | -1.9% | -1.9% |
| 3M | -7.2% | +18.3% | -25.4% | -13.1% |
| 6M | +14.2% | +10.1% | +4.0% | +9.3% |
| YTD | +10.6% | +19.4% | -8.9% | +2.6% |
| 1Y | +25.9% | +22.3% | +3.6% | +15.7% |
| 3Y | +50.8% | -9.4% | +60.1% | +51.9% |
| 5Y | +47.0% | -2.0% | +49.1% | +42.8% |
| 10Y | +354.9% | +59.6% | +295.3% | +264.1% |
| All | +15,078.6% | +5,205.8% | +9,872.8% | +3,827.3% |
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