+47.3%
BDX vs RACE
-1.0%
+48.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | +2.9% | -1.2% | +4.1% | +3.3% |
| 30D | +15.4% | +6.1% | +9.3% | +13.3% |
| 3M | +20.5% | -0.3% | +20.8% | +20.4% |
| 6M | +53.2% | +23.4% | +29.8% | +43.2% |
| YTD | +45.7% | +12.5% | +33.2% | +36.6% |
| 1Y | +47.3% | -0.5% | +47.7% | +41.6% |
| All | +47.3% | -1.0% | +48.2% | +41.6% |
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