+147.4%
RTX vs BDX
+27.1%
+120.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +4.8% | +2.9% | +1.9% | +4.1% |
| 30D | +6.5% | +15.4% | -8.9% | +2.8% |
| 3M | -9.6% | +20.5% | -30.2% | -13.8% |
| 6M | +12.3% | +53.2% | -40.9% | +0.6% |
| YTD | +9.5% | +45.7% | -36.2% | -1.0% |
| 1Y | +15.8% | +47.3% | -31.4% | +4.5% |
| 3Y | +157.0% | +25.1% | +132.0% | +140.6% |
| All | +147.4% | +27.1% | +120.4% | +136.0% |
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