+84.8%
BDX vs IBB
+130.8%
-45.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +7.3% | +0.8% | +6.5% | +6.8% |
| 30D | +15.7% | +5.2% | +10.5% | +12.9% |
| 3M | +19.1% | +8.6% | +10.5% | +14.3% |
| 6M | +44.1% | +27.8% | +16.3% | +28.6% |
| YTD | +42.1% | +28.8% | +13.3% | +25.9% |
| 1Y | +52.6% | +36.4% | +16.2% | +31.8% |
| 3Y | +22.6% | +89.3% | -66.8% | -9.3% |
| 5Y | +23.3% | +43.3% | -19.9% | +1.6% |
| 10Y | +84.8% | +130.6% | -45.8% | +17.8% |
| All | +84.8% | +130.8% | -45.9% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling