+104.4%
BDX vs IBB
+126.8%
-22.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | +15.4% | +4.6% | +10.9% | +13.0% |
| 3M | +20.5% | +6.8% | +13.7% | +16.5% |
| 6M | +53.2% | +23.1% | +30.1% | +38.9% |
| YTD | +45.7% | +26.0% | +19.7% | +30.2% |
| 1Y | +47.3% | +30.4% | +16.9% | +29.6% |
| 3Y | +25.1% | +85.4% | -60.4% | -6.7% |
| 5Y | +27.4% | +39.7% | -12.3% | +6.1% |
| All | +104.4% | +126.8% | -22.3% | +33.2% |
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