+14,183.4%
TER vs BDX
+5,351.6%
+8,831.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.0% |
| 7D | +0.6% | -2.5% | +3.1% | +1.5% |
| 30D | -8.3% | +8.3% | -16.5% | -11.1% |
| 3M | -12.2% | +24.4% | -36.6% | -20.2% |
| 6M | +17.1% | +9.2% | +7.9% | +11.7% |
| YTD | +84.7% | +22.7% | +62.0% | +68.8% |
| 1Y | +199.9% | +25.9% | +174.0% | +170.5% |
| 3Y | +232.8% | -10.5% | +243.2% | +235.4% |
| 5Y | +198.6% | +1.9% | +196.7% | +183.8% |
| 10Y | +1,669.7% | +58.7% | +1,611.0% | +1,312.3% |
| All | +14,183.4% | +5,351.6% | +8,831.8% | +3,651.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling