+533.2%
XYZ vs BDX
+88.6%
+444.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | -1.0% | -2.5% | +1.6% | +0.4% |
| 30D | -1.7% | +8.3% | -10.0% | -6.0% |
| 3M | +16.7% | +24.4% | -7.6% | +3.3% |
| 6M | +26.9% | +9.2% | +17.7% | +20.2% |
| YTD | +27.1% | +22.7% | +4.4% | +12.2% |
| 1Y | +9.3% | +25.9% | -16.6% | -5.2% |
| 3Y | +42.3% | -10.5% | +52.7% | +46.8% |
| 5Y | -69.3% | +1.9% | -71.2% | -70.9% |
| 10Y | +586.8% | +58.7% | +528.1% | +417.4% |
| All | +533.2% | +88.6% | +444.6% | +333.3% |
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 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