+135.2%
BDX vs RACE
+658.9%
-523.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +7.1% | +5.1% | +2.0% | +5.9% |
| 30D | +17.6% | +7.7% | +9.9% | +15.7% |
| 3M | +20.4% | +2.2% | +18.2% | +19.7% |
| 6M | +48.3% | +23.8% | +24.5% | +41.1% |
| YTD | +41.6% | +13.9% | +27.7% | +36.7% |
| 1Y | +55.7% | +3.8% | +52.0% | +53.3% |
| 3Y | +10.6% | +28.0% | -17.4% | +1.8% |
| 5Y | +24.0% | +64.9% | -40.9% | +5.7% |
| 10Y | +84.8% | +780.4% | -695.5% | +13.6% |
| All | +135.2% | +658.9% | -523.6% | +42.6% |
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