+163.1%
RTX vs BDX
-2.2%
+165.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -1.5% | -3.2% | +1.6% | -0.8% |
| 30D | -11.0% | -2.5% | -8.4% | -10.5% |
| 3M | +7.7% | +21.4% | -13.7% | +2.3% |
| 6M | -3.9% | +10.4% | -14.3% | -6.6% |
| YTD | +9.0% | +18.8% | -9.9% | +3.8% |
| 1Y | +27.3% | +21.7% | +5.6% | +20.4% |
| 3Y | +172.9% | -10.0% | +182.9% | +179.7% |
| All | +163.1% | -2.2% | +165.4% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling