+155.2%
W vs BDX
+59.3%
+95.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | -0.9% | -3.2% | +2.3% | +1.0% |
| 30D | -4.2% | -2.5% | -1.7% | -2.8% |
| 3M | +26.9% | +21.4% | +5.5% | +12.6% |
| 6M | +31.2% | +10.4% | +20.8% | +23.2% |
| YTD | -1.8% | +18.8% | -20.7% | -12.3% |
| 1Y | +9.3% | +21.7% | -12.4% | -4.3% |
| 3Y | +33.2% | -10.0% | +43.2% | +37.8% |
| 5Y | -62.4% | -1.8% | -60.6% | -63.6% |
| All | +155.2% | +59.3% | +95.9% | +118.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling