+71.7%
TER vs BDX
+27.1%
+44.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.6% |
| 7D | +14.4% | +2.9% | +11.5% | +13.7% |
| 30D | -30.6% | +15.4% | -46.0% | -33.0% |
| 3M | -39.2% | +20.5% | -59.7% | -42.2% |
| 6M | -31.3% | +53.2% | -84.5% | -40.5% |
| YTD | +29.1% | +45.7% | -16.6% | +14.5% |
| 1Y | +47.4% | +47.3% | +0.2% | +30.2% |
| 3Y | +191.2% | +25.1% | +166.2% | +167.6% |
| All | +71.7% | +27.1% | +44.6% | +58.9% |
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 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