+199.8%
TER vs BDX
+27.3%
+172.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +7.0% | +5.2% |
| 7D | +0.6% | -2.5% | +3.1% | +0.2% |
| 30D | -8.3% | +8.3% | -16.6% | -7.4% |
| 3M | -12.2% | +24.4% | -36.6% | -12.2% |
| 6M | +17.0% | +9.2% | +7.8% | +23.7% |
| YTD | +84.6% | +22.7% | +61.9% | +95.2% |
| 1Y | +199.8% | +25.9% | +173.9% | +232.9% |
| All | +199.8% | +27.3% | +172.5% | +232.9% |
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