+1.3%
U vs BDX
+22.7%
-21.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +4.6% |
| 7D | +5.5% | -3.2% | +8.7% | +5.0% |
| 30D | -1.3% | -2.5% | +1.3% | -1.6% |
| 3M | +64.6% | +21.4% | +43.2% | +74.1% |
| 6M | +119.4% | +10.4% | +108.9% | +116.9% |
| YTD | -0.5% | +18.8% | -19.3% | +1.9% |
| 1Y | +1.3% | +21.7% | -20.4% | +6.1% |
| All | +1.3% | +22.7% | -21.5% | +6.1% |
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 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