+103.9%
BDX vs RACE
+647.6%
-543.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 3M | +24.4% | +17.2% | +7.2% | +20.0% |
| 6M | +9.2% | +13.6% | -4.4% | +5.8% |
| YTD | +22.7% | +12.2% | +10.5% | +19.0% |
| 1Y | +25.9% | -16.3% | +42.1% | +29.4% |
| 3Y | -10.5% | +36.4% | -46.9% | -18.9% |
| 5Y | +1.9% | +95.0% | -93.0% | -16.6% |
| 10Y | +58.7% | +813.2% | -754.5% | -2.8% |
| All | +103.9% | +647.6% | -543.7% | +24.1% |
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