+35.8%
XYZ vs BDX
+48.3%
-12.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.4% |
| 7D | -1.1% | +2.9% | -4.0% | -2.1% |
| 30D | +11.5% | +15.4% | -3.9% | +6.2% |
| 3M | +1.8% | +20.5% | -18.7% | -4.2% |
| 6M | +21.2% | +53.2% | -32.0% | +6.3% |
| YTD | +29.9% | +45.7% | -15.7% | +13.0% |
| 1Y | +35.8% | +47.3% | -11.5% | +17.0% |
| All | +35.8% | +48.3% | -12.5% | +17.0% |
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 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