+559.3%
ROKU vs BDX
+37.5%
+521.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -0.4% | -3.2% | +2.7% | +0.9% |
| 30D | +2.1% | -2.5% | +4.6% | +3.1% |
| 3M | +29.5% | +21.4% | +8.1% | +18.1% |
| 6M | +53.8% | +10.4% | +43.4% | +46.2% |
| YTD | +42.8% | +18.8% | +24.0% | +30.3% |
| 1Y | +60.7% | +21.7% | +39.0% | +44.5% |
| 3Y | +83.9% | -10.0% | +93.8% | +87.9% |
| 5Y | -52.8% | -1.8% | -51.0% | -54.4% |
| All | +559.3% | +37.5% | +521.8% | +295.2% |
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