+60.5%
BDX vs IBB
+122.2%
-61.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | -3.6% | -3.9% | +0.3% | -1.9% |
| 30D | +0.7% | +2.7% | -2.0% | -0.6% |
| 3M | +19.0% | +21.4% | -2.4% | +9.3% |
| 6M | +10.8% | +20.1% | -9.3% | +2.0% |
| YTD | +20.1% | +21.9% | -1.7% | +9.7% |
| 1Y | +23.1% | +44.1% | -21.1% | +4.5% |
| 3Y | -8.8% | +63.4% | -72.2% | -27.3% |
| 5Y | -1.4% | +19.8% | -21.2% | -11.7% |
| 10Y | +60.5% | +127.0% | -66.5% | +11.4% |
| All | +60.5% | +122.2% | -61.7% | +11.4% |
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