+2,926.4%
V vs BDX
+267.7%
+2,658.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.3% |
| 7D | -1.7% | -2.5% | +0.8% | -0.5% |
| 30D | +2.0% | +8.3% | -6.3% | -1.8% |
| 3M | +17.4% | +24.4% | -7.0% | +5.7% |
| 6M | +17.5% | +9.2% | +8.3% | +12.0% |
| YTD | +7.6% | +22.7% | -15.1% | -3.4% |
| 1Y | +7.7% | +25.9% | -18.2% | -4.6% |
| 3Y | +54.7% | -10.5% | +65.1% | +57.3% |
| 5Y | +73.0% | +1.9% | +71.1% | +61.6% |
| 10Y | +390.9% | +58.7% | +332.2% | +236.7% |
| All | +2,926.4% | +267.7% | +2,658.7% | +1,074.4% |
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