-68.9%
U vs BDX
-3.5%
-65.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.3% |
| 7D | 0.0% | -5.4% | +5.4% | +2.2% |
| 30D | -4.1% | -2.2% | -1.9% | -3.3% |
| 3M | +57.8% | +20.1% | +37.7% | +46.4% |
| 6M | +103.5% | +9.1% | +94.5% | +95.9% |
| YTD | -4.8% | +17.9% | -22.6% | -13.5% |
| 1Y | -2.4% | +22.1% | -24.5% | -13.6% |
| 3Y | +11.7% | -10.5% | +22.2% | +17.0% |
| 5Y | -68.9% | -2.6% | -66.3% | -67.2% |
| All | -68.9% | -3.5% | -65.4% | -67.2% |
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