-7.0%
BDX vs RACE
+40.8%
-47.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.1% |
| 7D | -2.5% | -2.5% | 0.0% | -2.0% |
| 30D | +8.3% | +0.8% | +7.5% | +8.1% |
| 3M | +24.4% | +17.2% | +7.2% | +20.6% |
| 6M | +9.2% | +13.6% | -4.4% | +6.1% |
| YTD | +22.7% | +12.2% | +10.5% | +19.2% |
| 1Y | +25.9% | -16.3% | +42.1% | +27.3% |
| All | -7.0% | +40.8% | -47.8% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling