+139.0%
BDX vs RACE
+663.9%
-524.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +8.4% | +3.9% | +4.5% | +7.5% |
| 30D | +17.1% | +7.4% | +9.7% | +15.3% |
| 3M | +22.4% | +1.6% | +20.8% | +21.9% |
| 6M | +45.9% | +23.3% | +22.6% | +39.0% |
| YTD | +43.8% | +14.7% | +29.2% | +38.7% |
| 1Y | +57.8% | +2.5% | +55.3% | +55.8% |
| 3Y | +25.4% | +28.0% | -2.6% | +15.3% |
| 5Y | +26.0% | +69.8% | -43.8% | +6.7% |
| 10Y | +88.0% | +734.9% | -646.9% | +16.4% |
| All | +139.0% | +663.9% | -524.9% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling