-37.8%
U vs BDX
+14.3%
-52.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +4.4% | -4.1% | +8.5% | +5.9% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | +49.6% | +18.3% | +31.3% | +41.2% |
| 6M | +100.2% | +10.1% | +90.1% | +93.2% |
| YTD | -3.7% | +19.4% | -23.1% | -11.5% |
| 1Y | -6.5% | +22.3% | -28.8% | -15.4% |
| 3Y | +12.9% | -9.4% | +22.3% | +15.6% |
| 5Y | -68.3% | -2.0% | -66.3% | -69.2% |
| All | -37.8% | +14.3% | -52.0% | -33.8% |
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 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