+56.7%
BDX vs ITUB
+220.1%
-163.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -3.2% | +2.2% | -5.4% | -3.4% |
| 30D | -2.5% | +12.6% | -15.2% | -4.0% |
| 3M | +21.4% | +6.4% | +15.0% | +20.2% |
| 6M | +10.4% | +0.6% | +9.8% | +10.0% |
| YTD | +18.8% | +18.8% | 0.0% | +15.8% |
| 1Y | +21.7% | +31.0% | -9.3% | +17.0% |
| 3Y | -10.0% | +118.1% | -128.0% | -19.2% |
| 5Y | -1.8% | +193.0% | -194.8% | -16.5% |
| All | +56.7% | +220.1% | -163.4% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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