+25.9%
BDX vs RACE
-16.2%
+42.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.0% |
| 7D | -2.5% | -2.5% | 0.0% | -1.8% |
| 30D | +8.3% | +0.8% | +7.5% | +8.0% |
| 3M | +24.4% | +17.2% | +7.2% | +19.2% |
| 6M | +9.2% | +13.6% | -4.4% | +4.9% |
| YTD | +22.7% | +12.2% | +10.5% | +17.4% |
| 1Y | +25.9% | -16.3% | +42.1% | +27.2% |
| All | +25.9% | -16.2% | +42.1% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling