-6.4%
T vs BDX
+54.0%
-60.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +0.6% |
| 7D | +5.5% | +7.2% | -1.7% | +3.5% |
| 30D | -8.9% | +15.8% | -24.7% | -12.3% |
| 3M | -5.6% | +23.7% | -29.3% | -10.5% |
| 6M | -14.3% | +44.8% | -59.1% | -21.3% |
| YTD | -7.9% | +39.8% | -47.7% | -15.2% |
| 1Y | -6.4% | +52.3% | -58.8% | -16.2% |
| All | -6.4% | +54.0% | -60.4% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling