+165.0%
W vs BDX
+147.2%
+17.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +2.4% |
| 7D | +6.5% | -4.3% | +10.8% | +9.3% |
| 30D | -6.2% | +1.3% | -7.5% | -7.1% |
| 3M | +48.9% | +20.2% | +28.6% | +32.5% |
| 6M | +31.2% | +8.6% | +22.6% | +24.1% |
| YTD | -0.4% | +19.0% | -19.4% | -11.5% |
| 1Y | +14.8% | +21.2% | -6.3% | +0.4% |
| 3Y | +40.5% | -9.7% | +50.2% | +45.1% |
| 5Y | -62.1% | -3.4% | -58.7% | -63.0% |
| 10Y | +141.5% | +53.9% | +87.7% | +71.6% |
| All | +165.0% | +147.2% | +17.8% | +38.0% |
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