+1,802.9%
TER vs BDX
+58.0%
+1,744.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.8% |
| 7D | +9.4% | -5.4% | +14.8% | +11.7% |
| 30D | -2.4% | -2.2% | -0.3% | -1.8% |
| 3M | +6.5% | +20.1% | -13.5% | -3.1% |
| 6M | +23.2% | +9.1% | +14.1% | +16.9% |
| YTD | +91.5% | +17.9% | +73.6% | +75.6% |
| 1Y | +214.8% | +22.1% | +192.7% | +183.0% |
| 3Y | +275.3% | -10.5% | +285.9% | +281.5% |
| 5Y | +211.9% | -2.6% | +214.5% | +198.8% |
| All | +1,802.9% | +58.0% | +1,744.9% | +1,358.9% |
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 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