+847.6%
BDX vs ITUB
+1,902.7%
-1,055.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.4% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | +0.7% | +2.6% | -1.9% | +0.3% |
| 3M | +19.0% | +8.4% | +10.5% | +17.4% |
| 6M | +10.8% | -0.5% | +11.3% | +10.4% |
| YTD | +20.1% | +15.3% | +4.9% | +17.2% |
| 1Y | +23.1% | +28.7% | -5.6% | +18.2% |
| 3Y | -8.8% | +118.7% | -127.5% | -19.2% |
| 5Y | -1.4% | +182.7% | -184.1% | -17.2% |
| 10Y | +60.5% | +207.6% | -147.1% | +26.4% |
| All | +847.6% | +1,902.7% | -1,055.1% | +463.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling