-2.0%
BDX vs IBB
+20.0%
-22.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -4.1% | -3.9% | -0.2% | -2.5% |
| 30D | +0.1% | +2.7% | -2.6% | -1.1% |
| 3M | +18.3% | +21.4% | -3.1% | +8.8% |
| 6M | +10.1% | +20.1% | -9.9% | +1.6% |
| YTD | +19.4% | +21.9% | -2.4% | +9.2% |
| 1Y | +22.3% | +44.1% | -21.8% | +4.2% |
| 3Y | -9.4% | +63.4% | -72.7% | -27.5% |
| 5Y | -2.0% | +19.8% | -21.8% | -20.2% |
| All | -2.0% | +20.0% | -22.0% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling