+8.1%
W vs BDX
+21.8%
-13.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -1.9% |
| 7D | +0.5% | -5.4% | +5.9% | +2.8% |
| 30D | -5.6% | -2.2% | -3.4% | -4.8% |
| 3M | +41.9% | +20.1% | +21.8% | +30.3% |
| 6M | +30.2% | +9.1% | +21.2% | +23.4% |
| YTD | -2.9% | +17.9% | -20.8% | -8.0% |
| All | +8.1% | +21.8% | -13.7% | +3.2% |
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 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