-55.9%
W vs BDX
+27.1%
-82.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | +0.2% | +2.9% | -2.7% | -1.6% |
| 30D | +6.8% | +15.4% | -8.6% | -2.1% |
| 3M | +10.7% | +20.5% | -9.9% | -1.4% |
| 6M | +86.3% | +53.2% | +33.2% | +42.8% |
| YTD | +11.5% | +45.7% | -34.2% | -12.5% |
| 1Y | +5.1% | +47.3% | -42.2% | -18.2% |
| 3Y | +171.0% | +25.1% | +145.9% | +127.7% |
| All | -55.9% | +27.1% | -82.9% | -63.5% |
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