+280.0%
RTX vs BDX
+58.0%
+222.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | -2.0% | -5.4% | +3.4% | -0.2% |
| 30D | -11.2% | -2.2% | -9.0% | -10.7% |
| 3M | +12.0% | +20.1% | -8.0% | +4.9% |
| 6M | -3.6% | +9.1% | -12.6% | -6.9% |
| YTD | +9.2% | +17.9% | -8.7% | +2.4% |
| 1Y | +29.7% | +22.1% | +7.6% | +20.0% |
| 3Y | +152.0% | -10.5% | +162.5% | +156.8% |
| 5Y | +165.8% | -2.6% | +168.4% | +158.0% |
| All | +280.0% | +58.0% | +222.0% | +215.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling