+228.2%
TER vs BDX
-1.9%
+230.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.9% |
| 7D | +12.4% | -3.6% | +15.9% | +13.4% |
| 30D | +5.1% | +0.7% | +4.4% | +4.7% |
| 3M | +4.0% | +19.0% | -15.0% | -2.5% |
| 6M | +29.5% | +10.8% | +18.8% | +24.7% |
| YTD | +98.5% | +20.1% | +78.3% | +85.9% |
| 1Y | +234.1% | +23.1% | +211.0% | +209.4% |
| 3Y | +289.0% | -8.8% | +297.8% | +294.6% |
| 5Y | +228.2% | -1.4% | +229.6% | +226.4% |
| All | +228.2% | -1.9% | +230.1% | +226.4% |
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