+3.7%
U vs BDX
+27.3%
-23.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.2% |
| 7D | -3.8% | -2.5% | -1.3% | -4.2% |
| 30D | +17.5% | +8.3% | +9.2% | +19.0% |
| 3M | +38.7% | +24.4% | +14.3% | +46.4% |
| 6M | +104.4% | +9.2% | +95.2% | +96.7% |
| YTD | -5.7% | +22.7% | -28.4% | -3.7% |
| 1Y | +3.7% | +25.9% | -22.2% | +7.8% |
| All | +3.7% | +27.3% | -23.6% | +7.8% |
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