-68.4%
XYZ vs BDX
-1.9%
-66.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | -3.7% | -3.6% | -0.2% | -1.9% |
| 30D | +0.5% | +0.7% | -0.2% | +0.1% |
| 3M | +16.3% | +19.0% | -2.7% | +5.8% |
| 6M | +21.1% | +10.8% | +10.4% | +14.3% |
| YTD | +22.0% | +20.1% | +1.8% | +9.2% |
| 1Y | +5.2% | +23.1% | -17.9% | -7.3% |
| 3Y | +49.6% | -8.8% | +58.4% | +56.0% |
| 5Y | -68.4% | -1.4% | -67.0% | -68.3% |
| All | -68.4% | -1.9% | -66.5% | -68.3% |
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